If you're in Europe it's very easy. A GDPR request is supposed to give you everything you want (and don't want) from your account. Chats, comments, posts, ... everything.
If you're not in europe... phew. I don't know. But i'm sure there's a script on GitHub. Can't search GitHub right now, it's blocked in the office network :( (for good reason..)
Grodan Boll π