Following format providers support comments: XamlFormatProvider, RtfFormatProvider, DocxFormatProvider. I would suggest using XamlFormatProvider (from Telerik.Windows.Documents.FormatProviders.Xaml.dll
assembly) if the format doesn't matter for you, as it is the native format which preserves the document structure most accurately.
If you are losing the comments using one of the mentioned format providers, maybe you are experiencing a bug and we will appreciate if you share more information about the problem.
As a side note: depending on your scenario, it may be appropriate to use one RadRichTextBox with document with protection ranges (meaning only parts of the document are editable for some users) instead of multiple RadRichTextBox-es. You can check our online demo
if this suggestion seems appropriate for you.
Don't hesitate to contact us if you have other questions.