The api never supported returning more than 1000 objects from any given list. this has been a limitation since the API was introduced.
So if you fetch your comments sorted by recent, it will give you the 1000 most recent comments and then stop returning any more. However you may be able to find older comments by e.g. sorting by Top, or Hot, or Controversial. You can also fetch 1000 submissions from New, 1000 submissions from Top etc. This limitation is common to the website, app, and api. It's just how their database cache works I think.
Much as I'd like to jump on the "reddit bad" bandwagon, this has always been how the API works and is not a recent change. It's been a frustrating limitation for years.
All apps which claim to delete all your reddit content have this same limitation. A couple of years ago I was able to delete 10k's of my comments by abusing google and searching for "my_username" site:reddit.com and scraping the webpage results to find my comments, then deleting them.
As far as I have ever been able to tell, when you delete something on reddit it really is gone, unless they have changed something very recently. I seem to remember that they once said they keep a copy internally for about 30 days for legal reasons, i.e. in case it's reuested by a court etc, then it's truly deleted.
Honestly as much as "reddit bad", I seriously doubt they are secretly keeping deleted content.
Here's why: https://feddit.uk/post/18314306/12507039