BuddyPress.org

Hi,
Please put the following code to your bp-custom.php

/**
 * Step 1: Store the group id in meta when there is a new comment.
 */
function buddydev_store_group_in_activity_meta( $comment_id, $r, $activity ) {

	if ( $activity->component != 'groups' ) {
		return;
	}

	bp_activity_update_meta( $comment_id, '_group_id', $activity->item_id );
}

// hook to comment posted action
add_action( 'bp_activity_comment_posted', 'buddydev_store_group_in_activity_meta', 10, 3 );
add_action( 'bp_activity_comment_posted_notification_skipped', 'buddydev_store_group_in_activity_meta', 10, 3 );

//Filter the action string for comment and display it.
function buddydev_add_group_link_in_activity_comment_action( $action, $activity ) {

	$group_id = bp_activity_get_meta( $activity->id, '_group_id', true );

	if ( ! $group_id ) {
		return $action;
	}

	$group = new BP_Groups_Group( $group_id );

	if ( ! $group->id ) {
		return $action;
	}

	$action = $action . sprintf( " in group <a href='%s'>%s</a>", bp_get_group_permalink( $group ), bp_get_group_name( $group ) );

	return $action;
}
add_filter( 'bp_activity_comment_action', 'buddydev_add_group_link_in_activity_comment_action', 10, 2 );

It records the group id in activity meta and uses that for displaying the group link.

Please do note that it will only work for newer comments.

Hope that helps.