What are you using to prove all your comments are gone? If you are just looking in your profile it will.be empty as Reddit doesn't bump comments into the list unless somone votes on them. So if you delete your new 1000 it doesn't promote the 1001st into that list likewise if you delete your top 1000 it won't promote the 1001st until someone drops a vote on one.
Try googling your username and Reddit and see what is there (I found hundreds even though your profile was showing only two)