Link to comment within issue in JIRA
Not sure if this is standard, but in the Jira we are using, in the permalink for the comment you want to link to there is a "#comment-NUMBER" part.
When I just used this within the same Jira issue in a comment as a link (e.g. [#comment-NUMBER]), this linked correctly to the other comment without reloading the whole page.
Hope that helps.
AFAICT this is unsupported. This was requested by a (paying?) Jira customer a couple of years ago and was shot down: https://jira.atlassian.com/browse/JRA-19537. More recently this was requested again: https://jira.atlassian.com/browse/JRA-28976 and has yet to be addressed by Atlassian.
For now the best you can do is take mliebelt's advice and use the permalink.