I do not have many comments but when sorting them (“newer” comments at the top of each page) without breaking them into pages it works as expected.
Now at 44 comments (not knowing how may top level comments) might be something to consider showing as well, and breaking them at 20, I only have one comment on the next page. (because of now knowing how many top level comments, since they are nested) but I worked out the splitting with a few tries.
What I expected to see on the first page is the newest comment, right now I have to show the “last” page displayed by default in order to see the newest page on top. That is not the expectation. For me it is weird.
My expectation would be with the settings: “newer” comments at the top of each page and “first” page displayed by default, to show it the same way without page breaks.
Somebody suggested that this might come from the theme. Is that possible?