How can I test why the comment hook is not working?

To check the values of your variables you can use var_dump or print_r (wrapped in <pre></pre> looks better) you can also enable debug for WordPress and use error_log to write to the debug.log.

Now for the action to be triggered manually use do_action:

do_action( 'comment_post' );

take into account that you are triggering this manually so the expected variables dont exists in your case, you might need to send them manually too like this:

$comment_ID = 12;
$comment_approved = 1;
do_action( 'comment_post' , $comment_ID, $comment_approved );

To use them in your case, var_dump are like print_r an alert or a console.log please read the linked pages to each one, first of all check if your function is being called at all:

function reg_anon_user_auto($comment_ID, $comment_approved) {
//Here we call var_dump to check if this function was called at all

var_dump("Test i was called");

    if( 1 === $comment_approved ){
        $userdata = array(
            'user_login' =>  sanitize_user($_POST['author']),
            'user_email'   =>  sanitize_email($_POST['email']),
            'role'  => 'subscriber',
            'show_admin_bar_front'  => false
        );

        $user_id = register_new_user( $userdata ) ;

        // On success.
        if ( ! is_wp_error( $user_id ) ) {
           wp_redirect( get_permalink() ); 
           exit;
        }
    } //end if
} //end function

or you can use print_r("Test i was called");

Fix to your code:

function reg_anon_user_auto($comment_ID, $comment_approved) {
    if (1 === $comment_approved) {
        $the_comment = get_comment( $comment_ID );//we get the comment

        $user_login = sanitize_user($the_comment->comment_author);//we get the author of the comment
        $user_email = sanitize_email($the_comment->comment_author_email);//we get the email of the comment

        $user_id = register_new_user($user_login,$user_email);//we create the new user

        // On success.
        if (!is_wp_error($user_id)) {
            wp_redirect(get_permalink());
            exit;
        }
    } //end if
}//end function

the 'comment_post' action is triggered when a post is created, so there is no $_POST['author'] nor $_POST['email'], you have to get those values from the comment object, also the register_new_user doesnt accepts an array, its 2 strings.

Related Posts: