Recently, I was informed that there is an error when submitting comment on anonymous blog: you can an access denied error message.

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Off course, the blog has been configured to allow anonymous access AND permissions to the Comments list have been set to allow anonymous users to create an item in the list

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This happened with blog migrated from SharePoint 2010 (detach/attach content database procedure) as well as full new blog.

Currently I have no clue of what is happening and have to troubleshoot; according to some quick search it seems a product issue.