Hi there! Tawny from Moz's Help team here. Thanks for writing in with a great question!
Since most backlink checkers don't have the massive resources that a search engine like Google has, it's unlikely that you'll be able to see all your backlinks using any one of them exclusively. For instance, Open Site Explorer is limited to showing you up to 10,000 backlinks at a time (any more than that and you'd need to use the Moz API), and from those, we can only show the top 25 links from each unique linking root domain.
If you're not seeing all the backlinks you know you've earned using a backlink checker, but you do see it indexed in the search engines, it's probably because the search engine has used different means of finding those links. It's unlikely that search engines will have the same difficulty finding your backlinks as various backlink checkers will.
Moz is constantly working to improve the shape of our index - choosing which pages to crawl and which to ignore. Our goal is to build the most "Google-shaped" index we can, representative of what Google keeps in their main index and counts as valuable/important links that influence rankings. We make tweaks aimed at this goal each index cycle, but not always perfectly (you can see that in 2015, we crawled a ton more domains, but found that many of those were, in fact, low quality and not valuable, thus we stopped). Moz's crawlers can crawl the web extremely fast and efficiently, but our processing time prevents us from building as large an index as we'd like and as large as our competitors (you will see more links represented in both Ahrefs and Majestic, two competitors to Mozscape that we recommend). Moz calculates valuable metrics that these others do not (like PA/DA, MozRank, MozTrust, Spam Score, etc), but these metrics require hundreds of hours of processing and that time scales linearly with the size of the index, which means we have to stay smaller in order to calculate them.
I hope this helps! If you have follow-up questions, feel free to write in to help@moz.com!