I Managed to do this with the help of the Strongarm module.
In the variables table there are fields like:
I just selected all of them. It would be better of course to work out what is stored where.
Also in Features in field instances I found fields like:
In Features field_base I found something called comment_body
Exporting those seemed to be everything.
(Not too convenient to hunt fields and whatnot and maybe miss something..)