Can I add a Comment in Zephyr and have it linked to my team mates using the @ sign?

As you've discovered this doesn't work, and there's no workaround I can think of (that will send a notification), but you could add a custom User field, assign values and then use dynamic reports to see those users that have actions waiting on them.  I believe the tag function is being considered.  You can add your vote to help promote it up the roadmap here: Tag colleagues, so they receive a notification - Zephyr Scale | Product Roadmap (productboard.com)