"Active" seems only to track answers and edits, but not comments (unless I am mistaken).
Comments on your posts, or directed as comment replies to your
@name will appear in the global inbox (click the Stack Exchange logo in the upper left).
There is no sort order that reflects comments.
We view comments as "post-it notes" on the real units of work in the Q&A system, questions and answers, so they are intentionally deprioritized.