Thanks for reaching out, and for using our Open Site Explorer! I'm so sorry that you still haven't been able to see many of your links in Mozscape. Most new sites and links will be indexed by our spiders and available in Mozscape and Open Site Explorer within 60 days, but some take even longer for many of reasons, including the crawl-ability of sites, the amount of inbound links to them, and the depth of pages in subdirectories.
Just so you know, here's how we compile our index:
- We grab the most recent index.
- We take the top 10 billion URLs with the highest MozRank (with a fixed limit on some of the larger domains).
- We start crawling from the top down until we've crawled 90,000,000,000 pages (which is about 35% the amount in Google's index).
Therefore, if the site is not linked to by one of these seed URLs (or one of the URLs linked to by them in the next update) then it won't show up in our index. Sorry! 
We update our Mozscape Index every 4 weeks. Crawling the entire Internet to look for links takes 2-3 weeks, but our crawlers are always collecting data. When we need to put the index together, we grab all the data they have collected and start processing which can take up to 3 weeks to determine which of those links are the most important. You can see our most recently updated schedule here: http://moz.com/products/api/updates
Mozscape focuses on a breadth-first approach. Therefore we almost always have content from the homepage of websites, externally linked-to pages, and pages higher up in a site's information hierarchy. However, deep pages that are buried beneath many layers of navigation are sometimes missed and it may be several index updates before we catch all of these. AHrefs may be able to pick up a larger number of these links due to the size and process of their index.
If our crawlers or data sources are blocked from reaching those URLs, they may not be included in our index (though links that point to those pages will still be available). Finally, the URLs seen by Mozscape must be linked-to by other documents on the web or our index will not include them.
I hope this helps to clarify the process!