I thought I was a friend of someone, but is it possible that they can delete or block me,
and then every time i go to their profile it now says 'it's private and I must be a friend to see that profile'?

Their comment are still on my page, I just can't click on theirs.

Hope this makes sense.

It seems like they must have deleted you for some reason. Perhaps you should just send them a message and ask why, or you can always just add them again and see if they accept.