Hi Paul,
We use AJAX Crawling Technology for our ajax loaded contents, this works for Lazy Load as well. If you inspect page source you can find such link:
example.com/#!parentId= xxx
More info here:
https://support.google.com/webmasters/answer/174992?hl=en
So you should not worry about comment indexing issue.
The AJAX Crawling URLs are the same for Lazy Load and for other load more buttons. We’re releasing 3.0.5 within next 24 hours with stable SEO features:
Here an example how wpDiscuz loads ajax contents for Search Engine bots (this is the same for Lazy Load):
1. I show #52 comment
2. in firebug [load more] button with /#!parentId=51 SEO fragment
3. parsing logic from /#!parentId=51 to ?_escaped_fragment_=parentId=51
4. I call this URL and it loads #51 comment
5. Testing on Fetch as Google Tool and it loads correct comment
Video: https://screencast.com/t/CXrrTIpCiE3D