If I flag a comment from a mod, can the same mod review my flag?
They can, yes, but the general advice we give moderators is that they should not handle flags where they are involved - so if they've written the comment or post or it seems like there's a conflict of interest - they should allow another moderator to step in and review the situation.
If a user feels that their flags have been ignored by a moderator who is involved in a situation, they can ask for review in a variety of ways - for example, if mods are active in chat, you can ping an uninvolved site mod, or you can raise the issue on meta for general discussion. If it's particularly sensitive and other methods have failed, you can use the contact form to have staff review it.
In all cases, it's best to be as clear about the situation as possible and address it openly and calmly. Assume that readers aren't aware of the situation and give a full explanation.