Thanks, I'm glad it was helpful.

I know enough about S2 to know that both the text links and the more explanatory links would be fairly easy to implement.

Do you think it would work if the links on the comments said "link to comment" (or "link to this comment") and the ones for the whole entry said "link to entry", rather than having both available on every comment?

That sounds fine and clear. Having both available would be clearest, but reducing clutter is probably more important.