I approved it. It's an automated moderation tool, so it just does that sometimes.
So the link wasn't actually on your site - I get it. I wouldn't worry about those sites, as I'm sure they'll update when you make changes. Still, before you switch hosts, I would narrow down the load time issue. You can use: http://tools.pingdom.com/fpt/ to do that. Switching hosts may not resolve the problem if it has to do with your site/theme.
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