First, the comments disappeared, which seems like a popular occurrence when moving from a Blogger/BlogSpot subdomain to your own domain name. The old comments aren't really gone, they just don't show up when the blog is pointing to a custom domain. When you switch back to the Blogger address, everything is as it was originally. Luckily I found a solution here. Unfortunately, when I deleted the blog and tried to recreate it, Blogger refused to let me create another blog with the same address saying it was already taken, even though when you delete the blog it says you can reuse the same blog address within the same account. So after trying all sorts of things I finally got it working...
- Export your blog: Settings - Basic - "Export blog" - save the XML file somewhere, this contains all your posts and comments
- Delete the blog: Settings - Basic - "Delete blog"
- Undelete the blog: On your main account home page, select "Show All" and click "Undelete"
- Change to a custom domain: Settings - Publishing - put your custom domain in
- Delete all your posts: Posting - Edit Posts - and just nuke everything
- Import your blog: Setting - Basic - "Import blog" - select the XML file you saved earlier - check "Automatically publish all imported posts" to make life easier