There is only the normal OnKey events (down, press, up). They will be called independent on the highlighter context.
In fact synedit handles most keypresses without knowing if it is in comment, code, string, or whatever.
If you need to know, then you must parse the line.
If you have a highlighter that can detect the comment, then you can use that to parse the line. SynEdit does something like that for highlighting matching pairs of brackets. So a "(" in code is not matched by a ")" in a comment or string.