How do I get a array, with the right order of the nested comments?

Short of building it yourself, you don’t. WordPress doesn’t have a way to get a nested array of comments like that. Instead, it gets all the comments to be displayed, then uses a class called a “walker” to display them.

The Walker_Comment class is built on top of the generic Walker class. The Walker class implements the logic for traversing the array and using the parent field to determine the nesting, the Walker_Comment class implements the display characteristics, such as putting them into the proper HTML list items and such.