HTML can be inputted in to order comment and is active code within admin.

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HTML can be inputted in to order comment and is active html code within admin -> Customers -> Orders
order list when you select a order and the option right hand panel shows.
it is just text in all other places.

Thanks for the report.

Can you confirm the Zen Cart version and whether this is a clean install.

ZC V1.5.8b and it was on a fresh install but since I'v installed some add-on's

HTML is permitted for order status history updates done through the admin. It is not output for the initial order status history entry, which comes from the comments box on the checkout screens.

if you go to your test site and go to the front end and place an order and add a html link tag within html code in to the order comment box then complete the order.
Then go to the admin and view the list of orders and select (not edit) where it displays the comments the html link will be live and not displayed only as readonly as it should be (because live code can be anything given how good codes are now days).
then go into the order edit and you will see it is displayed as read only the current way.

FWIW, I'm not seeing that behavior on the current zc200-alpha. The comments in that side-pane are properly sanitized.

Testing 1.5.8a also looks good. The comments are in the sidebox when a particular order is selected but are displayed read-only.

Would you please check your admin/orders.php to see if it has been modified?