Yeah, Reddit will only show you your most recent 1000 comments. Try this: https://kbin.social/m/RedditMigration/t/59451/Finally-Managed-to-erase-all-1477-of-my-comments
Reddit Migration
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If you want to completely delete your account, you could try going the GDPR route even if you're not an EU citizen. I've read somewhere that any service that operates inside the EU is required to cover all users, regardless of origin, under the GDPR... but I'm not a lawyer, it might be total bull. Still worth a try.
I think this stems from two things. First, IIUC GDPR applies if the entity is based in and the data is in the EU. So for example all USians and Canadians are covered by the GDPR for kbin.social because kbin.social is in Poland which is in the EU.
This probably doesn't apply to reddit which likely processes data for non-EU folks outside of the EU.
Second, for reddit it's probably easier to just handle routine GDPR requests for everyone rather than trying to verify that folks are covered by the GDPR individually. Especially because reddit is somewhat anonymous (no real name or identity verification).
That said, keep in mind that right now reddit only handles these requests to give you an archive of your data. They still expect you to delete it manually. (I know, it's not GDPR compliant, but that means you have a choice between fighting reddit through court and such or taking the path of least resistance.)