If an Object Related List (via a lookup relationship to another Object with a corresponding Related List) appears in Classic but not Lightning, review the Field Level Security of the Object with the missing Related List.
To display the Related List in Lightning, the Object's Field Level Security must be set to "Read" for all profiles within the Profile Setup.
For instructions, see our "Set Field-Level Security for a Single Field on All Profiles" documentation.
If all necessary permission is given, please consider checking the Profile lightning record page assignment. If the Object is using multiple lightning record page check if the affected profile is assigned to the correct record page which is using the missing Related list component.
To see what record page is displayed for an app, record type, and profile.
From Setup:
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