For any one still following this thread, I found a solution. I feel like it is a bit of a kludge but it does work.

Private Sub insertComment(ByVal doc As Document, ByVal rng As Range, ByVal commentText As String)
Dim cmnt As Comment
Dim rng2 As Range

If Right(rng.Text, 1) = vbCr Then 'if range ends in <CR> then
Set rng2 = rng.Duplicate ' duplicate the range
rng.InsertAfter ("X") ' insert a character after the <CR>
rng2.MoveEnd Unit:=wdCharacter, Count:=1 ' expand range to include the X
Set cmnt = doc.Comments.Add(Range:=rng2, Text:=commentText) ' insert the comment (scope includes the X)
rng2.Collapse direction:=wdCollapseEnd ' collapse range to end
rng2.MoveStart Unit:=wdCharacter, Count:=-1 ' move start back 1 character
rng2.Delete ' delete the X (thus leaving the <CR> at end of scope
Set rng2 = Nothing ' free memory
Else 'else
Set cmnt = doc.Comments.Add(Range:=rng, Text:=commentText) ' insert the comment
End If 'endif
Set cmnt = Nothing 'free memory
End Sub


Sorry about the formatting; I can't seem to get the CODE tags to work properly.