Firstly, the formatting of text pasted into another document often adapts its look because the style definitions in both docs differs. You can avoid that by creating the new document using the current document. Next you should use Range.FormattedText instead of Range.Text. Then, if you aren't pasting paragraph marks then you probably need to apply the same paragraph style.
When it comes to local formatting, the two red lines 'should' have worked on my machine but they didn't - perhaps you will have more luck with it.
Code:
Sub AnalyseComments()
Dim oDoc As Document, oNewDoc As Document, oTable As Table
Dim aCom As Comment, nCount As Long, n As Long
Set oDoc = ActiveDocument
nCount = ActiveDocument.Comments.Count
'Create a new document for the comments
Set oNewDoc = Documents.Add(Template:=ActiveDocument.FullName)
oNewDoc.Range.Delete
'Insert a 4-column table for the comments
With oNewDoc
.Content = ""
Set oTable = .Tables.Add(Range:=Selection.Range, numrows:=nCount + 1, NumColumns:=4)
End With
With oTable.Rows(1)
.Range.Font.Bold = True
.Cells(1).Range.Text = "Page"
.Cells(2).Range.Text = "Comment scope"
.Cells(3).Range.Text = "Comment text"
.Cells(4).Range.Text = "Author"
End With
'Get info from each comment from oDoc and insert in table
For n = 1 To nCount
Set aCom = oDoc.Comments(n)
With oTable.Rows(n + 1)
.Cells(1).Range.Text = aCom.Scope.Information(wdActiveEndPageNumber) 'Page number
.Cells(2).Range.Style = aCom.Scope.Paragraphs(1).Style 'apply the same paragraph style
.Cells(2).Range.FormattedText = aCom.Scope.FormattedText 'The text marked by the comment
.Cells(2).Range.Font = aCom.Scope.Font 'this fails even when same attributes over whole range
.Cells(3).Range.Text = aCom.Range.Text 'The comment itself
.Cells(4).Range.Text = aCom.Author 'The comment author
End With
Next n
oNewDoc.Activate
MsgBox "Finished creating comments document."
Set oDoc = Nothing
Set oNewDoc = Nothing
Set oTable = Nothing
Set aCom = Nothing
End Sub