As a US native speaker, I think your three sentences are grammatically correct US English, written in a colloquial style as if talking informally to the reader. The three phrases "beats me," "how come," and "blame for it" (rather than "blame for this") are all in about the same "register." Ildikó wants to change "beat me" to something slightly more formal, Michael Chambers wants to change "for it" to something slightly more formal. Michael Chambers' change from "such a legendary band as Radiohead" to "any legendary bands such as Radiohead" is a change in meaning, and I can't tell whether it's an improvement because I'm not sure what you meant to say. "...not even a trace of such a legendary band as Radiohead" is correct if we are talking about a real or figurative place where Radiohead, one specific band, played. You are puzzled as to why Radiohead left no trace. Michael's change would make sense if you are talking about a place where many bands played, and you were surprised that there was no trace of any of them, not even Radiohead.

"What beats me is that there was not even a trace of any legendary bands such as Radiohead. How come? Who is to blame for this?" Three small changes. Your use of "beats" is good. You could use "like" instead of "such as".

I'd use "what baffles me...", otherwise correct.

Of course you can)

May I criticize your coined word "grammarize?"