Is there something in the control panel to allow you to view all of the comments you've received on one page? Or alerts for new comments that tell you what pages they are on? I can't seem to find anything but the latest comment and the amount of total comments on that first page.

No. Unfortunately that facility was never added to DD.

Ah OK! Thanks, all I needed to know.

One way to get an alert for new comments and where they are at, would be through the Drunk Duck Alerter desktop widget. It'll flash a warning whenever a new comment is posted and direct you to the page it's at, only other way would be to click the "Last Comment" link on the comic's field at the Account Overview page.