Discussing problems during Daily Scrum is perfectly fine. When a team member mentions some impediment you can stay right after the Daily Scrum and discuss the issues. From Scrum Guide:
> Here is an example of what might be used (during Daily Scrum):
>
> * ...
> * **Do I see any impediment** that prevents me or the Development Team from meeting the Sprint Goal?
>
>
> The Development Team or team members often **meet immediately after the Daily Scrum for detailed discussions, or to adapt, or replan, the rest of the Sprint’s** work.
_Retrospective_ is more formal because not everyone is comfortable raising issues during the sprint, some people need a dedicated time for this. Also some problems are deep and complicated and require a long discussion.
_Spring Review_ is about demonstrating the progress, more like a demo. Its purpose is to inspect the Increment and adapt the Product Backlog if needed. So Retro is about the team and process, Review is about Backlog and product.