https://www.reddit.com/settings/data-request
They must oblige within a certain time frame — even if your account has been suspended and I believe even if you’ve deleted your account. Curiously, this might be one effective way to protest. Golly I wonder what would happen if many people requested such reports simultaneously. It seems these must be processed manually by admins.
As a bonus, it’s nice because all your comments and messages are searchable.
Under GDPR they have to give you everything they have about you. Sure, they might skip some bits, but if it’s too obvious that you’re not giving everything, you open up yourself to some pretty big fines.