Is it OK to scrape HN comments and save for data collection?

You may not need scraping. HN has a rudimentary but functioning API [1], and there is dump on BigQuery [2].

[1]: https://github.com/HackerNews/API

[2]: https://console.cloud.google.com/marketplace/product/y-combi...

A question best suited to be answered by e-mailing hn@ycombinator.com, I believe.

Note that there is an official API linked at the bottom.