Nope, you can do that by nested query.
To get all comments of posts by a user, you should think about getting all post of that user first, then get the comments of that post.
<?php
$args = array(
'author' => AUTHOR_ID,
'posts_per_page' => 500, //Don't use -1 here
);
$the_query = new WP_Query( $args );
if($the_query->have_posts() ) : ?>
<?php while ( $the_query->have_posts() ) : ?>
<?php
$nested_args = array(
'post_id' => get_the_ID()
);
$comments_query = new WP_Comment_Query;
$comments = $comments_query->query( $nested_args );
if ( $comments ) {
foreach ( $comments as $comment ) {
echo '<p>' . $comment->comment_content . '</p>';
}
}
<?php endwhile; ?>
<?php endif; ?>
<?php wp_reset_query(); ?>