I am using Datazen as my BI presentation layer. Since Datazen analysis comments does not support for Web browsing (as I know only support for mobile app). Is there any API we can call and send comments ?
No, Datazen does not offer any public APIs.
This is a feature request I've heard before (in one form or another), but yeah, unfortunately there's no known workaround either.
I'd keep an eye on product updates, and especially SSRS 2016 Mobile Reports. If the product team does choose to implement any APIs like this, that's where they'd go.