Hacker News Reader

You can request all your reddit data - https://www.reddit.com/settings/data-request.

This doesn't download the context and I want the post text and the comments surrounding mine at minimum.

When I quit reddit (over irritation at being banned from too many subreddits for not aligning properly with the hive mind), I used this tool to extract and save all my comments locally before manually deleting the lot:

https://github.com/camas/reddit-search

...aaand Github has disabled the repository for 'Terms of Service' violations. Go figure, maybe there's a mirror somewhere.

I tried a few and this one worked best: https://github.com/aliparlakci/bulk-downloader-for-reddit

You can request your personal data with the CCPA or GDPR under https://www.reddit.com/settings/data-request It does contain all your comments, likes, messages, etc. It does not contain the surrounding comments but at least a link to the thread.