I Managed to do this with the help of the Strongarm module.
In the variables table there are fields like:
comment_xxxx_xx_[content_type_name_here]
for example:
field_bundle_settings_comment__comment_node_my_content_type
comment_default_per_page_my_content_type
..etc
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:
comment-comment_node_my_content_type-comment_body
..
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..)