You can use:
to export your reddit saved threads and then:
https://euangoddard.github.io/clipboard2markdown/
to get the saved comments / threads into your vault.
Then when you search all you’ll see anything related.
Unfortunately, you can’t search the resulting file because Obsidian tries to search every time you type a letter.
Also, you can’t backlink through the file because you’ll surely wnat to reimport with new saved comments later on.
However, it’s very convenient.