Go to the little text message icon at top right. Clicking that will take you to replies to your comments and replies to your submissions (threads that you started)

For example, my reply here to you will be in your comments to your submissions

If you comment on someone else's submission/thread and someone then directly replies to your comment then that comment will be under your comment replies

Hope this helps :)

If I'm trying to find a specific comment I usually try to remember a short phrase I remember and ctr+f to try to find it. Good luck!