Add filter to comments loop?

It is hard to say what you need to hook into without knowing all the details but I think you may be able to use comment_text— more or less the the_content of comments.

add_filter(
  'comment_text',
  function ($comment) {
    return $comment.'<div>This is your special division</div>';
  }
);

If that isn’t quite right, take a look at the filters listed in the Codex for comments.