I hope the system will not break down ;-))
Comments on deleted posts support flagging, as pomsky says.
There are a variety of situations where it makes sense to flag a comment on a deleted post. Of the flagging reasons currently available for comments, it would only rarely make sense to raise an "It's no longer needed" flag, but the "It's unfriendly or unkind" and "It contains harassment, bigotry, or abuse" flags are apply in all the cases where they otherwise would. The custom Something else flag might also make sense, though you'd only want to use that if the issue requiring moderator attention was truly more about the comment than the post itself.
Comments (that have not themselves been deleted) have the same visibility as the post they are attached to. Since many users can view deleted posts--people can view their own deleted posts, and users with 10k or more reputation can view deleted posts in general--it makes sense for comments on deleted posts to support flagging.
Over the years, I've flagged a handful of hostile comments that I've seen on deleted posts.
As for whether or not you've actually raised a flag on such a comment through review, I'm not sure, since audits in some of the review queues treat any action on a post, including its comments, as an action that completes the audit, rather than as a real action.
However, if you're not sure and want to know, there are two ways:
- You can click on the number of helpful flags in your profile to view your flag summary. (Note that, even though I can link to your flag summary, I cannot actually view it, since non-moderators like me can only view our own flag summaries.)
- Since you have over 10k rep, you can view deleted posts and their comments, even outside of review audits. So you can go to the comment, assuming it is still there, and click the flag icon. If you've flagged it and your flag has not yet been handled, then you'll get a dialog telling you what kind of flag you have pending, and giving you the option to retract it.