Is there any way in 2019-20 to export all of my data (including comments) from YouTube?
See the Google Takeout tool for YouTube: https://takeout.google.com/settings/takeout/custom/youtube
... which is really quite good. You can specify what data to download (comments, videos, ...) and for text content, you can specify the format (HTML, JSON).
Once you have made your selection, it could take up to a few hours while Google prepares your download. You can select to get an email when the download is ready.