I haven’t set up a Lemmy instance, but I have set up my own Mastodon, so take all this with a maybe irrelevant grain of salt.

Assuming your docker setup is fine, It could simply be the fact that your instance won’t be aware of another federated instance until a connection is manually made, like a user subscribing to a community on that external instance. To help that along, you could search for another instances’ community explicitly by URL, like https://lemmy.ml/c/meta for example, and see it that gets you a result on your instance.