To the best of my knowledge, Wordpress will not automatically delete anything. Unposted comments will remain in the database alongside the approved ones for as long as you want.
The Akismet spam filter plugin (included with Wordpress, but disabled by default) will automatically purge comments, but only those flagged as spam, and you have time to review them first. If all comments are being moderated anyway, you can probably do without Akismet.
All comments, whether published or not, are viewable via the WP admin interface.
You can get a definitive answer by posting in the Wordpress support forum.
If you want useful replies, ask smart questions.