List comments received by every posts of an specific author

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(); ?>