Then, this user deleted his comments (and the useful links he wrote)
and just left.
Very curious, but that's his prerogative. In that case you can't really do much, comments are ephemeral and not really meant to stay anyways. It could be that he didn't even delete the comment himself, but that it was flagged and deleted by a moderator. (Unlikely in this case, but possible)
What should I do? Should I post an answer myself (and what happens
with my bounty in that case)?
There's nothing stopping you from writing a comprehensive and decent answer yourself. You can do that and even accept your own answer (that will not pin it to the top, though).
You'll either have to manually award the bounty to the next best answer (in your opinion) or let it expire. This causes it to be auto awarded to the best answer by votes that has at least a score of +2. If no other answer has a score of at least +2 and you let the bounty expire, nobody gets the bounty reputation.
Is it possible to find the deleted comments to help me write a good
answer?
Probably not. Only moderators can see deleted comments, and I'm not sure a moderator would provide the deleted comment if you flagged. But if you absolutely want to see that comment, raise a custom flag on your post asking for it. That flag may get declined though, so proceed with caution.
