WordPress comments on users profile

I had to do accomplish something similar with an old client where they wanted a custom comment type to allow them to post editorial comments in the admin while a post is going through the editorial phase, but should not be visible on the front end. Since there are no custom comment types available in WordPress we decided to create a hidden post type that would then be related back to the other post type or in your case, the user. This way you can still have nested comments with no issue.