I've been trying to find a citation that someone posted, with a good resource for MathJax help. Unfortunately, when I tried entering "MathJax", "Math Jax", or just "Jax", it returned no entries. Is there any way to search through the comments without having to click on each question one by one?
There is no way to search comments at the moment.
If it's a comment that would appear as one of the first 5 comments (either by being posted first or by being upvoted), it may get picked up by Google's indexing and then searching for
"mathjax" site:scicomp.stackexchange.com might work.
If you know which user posted the comment, you can also look at the Activity tab on that user's profile and filter it by comments to make the searching easier.