Can we pull news feeds comments from db? I do not have access to the table tp_feed_entry, is it the right table to look at ? Is their any other way to pull those?

tp_feed_entry is the table in your primary DS that contains feed comments.  Note there are at least 7 tables in total currently that house feed related info (maybe more), which you may also need to review to associate the user and news feed post to the comment.  The easiest method to backup this data would likely be to have direct access to the DB. 

Note while connecting objects to your primary DS for read/write is not supported, as the structure is subject to change, have you tried making the connection for a one-time backup?  Are you cloud or on prem?

tp_feed_entry is the table in your primary DS that contains feed comments.  Note there are at least 7 tables in total currently that house feed related info (maybe more), which you may also need to review to associate the user and news feed post to the comment.  The easiest method to backup this data would likely be to have direct access to the DB. 

Note while connecting objects to your primary DS for read/write is not supported, as the structure is subject to change, have you tried making the connection for a one-time backup?  Are you cloud or on prem?