Permalink structure and dedicated comment pages

You can change the permalink setting to /p%post_id%, but this will also set the front property of the WP_Rewrite object to /p, so some URLs will also get this in front (/pauthor for example). You can counter this by changing the $wp_rewrite->front property again:

add_action( 'permalink_structure_changed', 'wpse5595_rewrite_front_reset' );
add_action( 'init', 'wpse5595_rewrite_front_reset' );
function wpse5595_rewrite_front_reset()
{
    $GLOBALS['wp_rewrite']->front="https://wordpress.stackexchange.com/";
}

You must do this on every init so the generated links are OK, and on every permalink_structure_changed so the generated rules (that handle incoming URLs) are OK.

Comments on separate pages should be possible. I suggest you first try to find a plugin that does this, then we can figure out how to change the URL structure it uses.