Meanwhile, I bit the bullet, paid $80 for a Premium account with BlogBooker, and downloaded my entire LJ clear back to the start in 2005, in both Word and PDF. The free version only allows 4 downloads. The Premium account allows 60 downloads over two years.
BlogBooker is okay, but it also isn't consistent. Sometimes, apparently dependent on the size of the total download, it includes comments, but sometimes not. It takes trial and error (which uses up your allocated downloads) to find out when it will keep comments, and I'd like to retain the comments.
For good measure, I downloaded travelswithkuma's journal as well. In this case, I could do an "all dates" download, because Kuma has far fewer entries. When doing that for WinWord format, it counted as only one download, but generated eight files (one for each year) and retained the comments. The PDF counts also as one download, generating one file and retained the comments.
In order to use BlogBooker to download an LJ, you have to give it your journal's password. Their terms of service say they only retain it for 30 minutes in order to actually download the journal (not surprising; how else could it download Private and F-Locked entries?). So I changed my password temporarily, used that for the downloads, then changed it back. This, along with something mentioned on james_nicoll's LJ, led me to discovering that unless you explicitly type the https://www.livejournal.com/login.bml in the address bar to log in, your connection always goes to http, even for the login screen, which is annoying. But I managed to get it done.