Hi Malin,
Have you found a solution to import comments yet? You may try a free plugin called WP All Import and see whether the XML file from Disqus can be properly parsed. If it can, a small add-on plugin I have written for WP All Import may be able to help you. The premium version of my plugin can import comments, users, in addition to pages and posts.
I have recently imported about 300,000 comments without any issue using these three plugins.
Please let me know if you need further help.
best regards.
Oliver
