Backlinks not showing in Google Console / not indexed

Majestic has its own crawlers which will go and index on your site. Similarly, Google has its own crawlers and Google doesn't show all the backlinks which they find.

I wouldn't worry about links not showing up in Google Console, as long as you know they are there and the links are correct.  Google knows about the links but won't update in Webmaster all the time. The only thing you can do at this point is to wait.