I spent 6 hours commenting code and lost it all when the app terminated. I restarted the app again thru olly, and all my comments were gone. Is there any way to save them?

alt+e alt+u should update the udd file as and when you need
alt+e == view executable file
alt+u on that window is updated udd file

but normally comments should not go ollydbg writes it back even if the
application is terminated

you sure the application isnt self modifiying invalidating the crc check of code section

did you look in log windows did olly say udd discarded due to invalid crc

if yes then you can force ollydbg to load the old udd file
if you check mark
options --> debugging options (alt+o) security --> ignore crc of code section