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I am running a series of mediation analyses in R using the mediation package and the following code:

m_1 <- gam(mediator1 ~ age_cat + s(treat, k = 50, bs = "cr") + 
            cov1 + cov2 + cov3 + cov4 + year, data = mediation_df, 
            method = "REML")

y_1 <- gam(dem_important ~  age_cat + mediator1 + 
            s(treat,k = 50, bs = "cr") + cov1 + cov2 + cov3 + cov4 + 
            year, data = mediation_df, method = "REML")

results1 <- mediate(m_1, y_1, sims = 1000, boot = TRUE, 
            treat = "treat", mediator = "mediator1")

m_2 <- gam(mediator2 ~ age_cat + s(treat, k = 50, bs = "cr") + 
           cov1 + cov2 + cov3 + cov4 + year, data = mediation_df, 
           method = "REML")

y_2 <- gam(dem_important ~  age_cat + mediator2 + 
           s(treat, k = 50, bs = "cr") + cov1 + cov2 + cov3 + 
           cov4 + year, data = mediation_df, method = "REML")

results1 <- mediate(m_2, y_2, sims = 1000, boot = TRUE, 
                    treat = "treat", mediator = "mediator1")

m_3 <- gam(mediator3 ~ age_cat + s(treat, k = 50, bs = "cr") + 
           cov1 + cov2 + cov3 + cov4 + year, data = mediation_df, 
           method = "REML")

y_3 <- gam(dem_important ~  age_cat + mediator3 + 
           s(treat, k = 50, bs = "cr") + cov1 + cov2 + 
           cov3 + cov4 + year, data = mediation_df, method = "REML")

results3 <- mediate(m_3, y_3, sims = 1000, boot = TRUE, 
                    treat = "treat", mediator = "mediator3")

I receive the following results:

summary(results1)
summary(results2)
summary(results3)

Causal Mediation Analysis 

Nonparametric Bootstrap Confidence Intervals with the Percentile Method

                Estimate 95% CI Lower 95% CI Upper p-value  
ACME           -0.000691    -0.001773         0.00   0.038 *
ADE            -0.002030    -0.003628         0.00   0.232  
Total Effect   -0.002721    -0.004609         0.00   0.176  
Prop. Mediated  0.253953    -0.939163         1.21   0.182  
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Sample Size Used: 3230 

Simulations: 1000 

Causal Mediation Analysis 

Nonparametric Bootstrap Confidence Intervals with the Percentile Method

                Estimate 95% CI Lower 95% CI Upper p-value
ACME           -0.000253    -0.000612         0.00    0.18
ADE            -0.002058    -0.003715         0.00    0.13
Total Effect   -0.002311    -0.003951         0.00    0.12
Prop. Mediated  0.109508    -0.331097         0.52    0.28

Sample Size Used: 3230 


Simulations: 1000 


Causal Mediation Analysis 

Nonparametric Bootstrap Confidence Intervals with the Percentile Method

                Estimate 95% CI Lower 95% CI Upper p-value
ACME           -0.000334    -0.003641         0.00    0.37
ADE            -0.002725    -0.004098         0.01    0.36
Total Effect   -0.003059    -0.006020         0.01    0.28
Prop. Mediated  0.109084    -1.115058         1.36    0.53

Sample Size Used: 3230 


Simulations: 1000 

I am hoping to compare these different models and compare the mediation effects of each mediator. In regression one, I get a significant effect for the ACME, and 25% mediated, much more than the other two mediators. However, that proportion mediated is not significant, nor are the other models' ACMEs. I know that other posts have explained how Indirect effects can be signfiicant while the Direct effect is insignificant, but I have not seen this scenario.

How can a significant ACME be found but the proportion mediated is not? Can my results be trusted at all or can the effect not be concluded? Furthermore, can I make a legitimate comparison of the different mediators? Can I say that the mediator in model 1 has a stronger mediation effect than the other models, based on the higher proportion mediated.

Is this all caused by a power issue? Is it something to do with the number of iterations in the MCMC?

Additionally:

For the final model, I also receive the following warning:

Running nonparametric bootstrap

Warning: Fitting terminated with step failure - check results carefully   

What do I infer from this warning? Can my results be trusted, or how can I check this?

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