Which versions have this fixed?
I am using Hugo 0.24.1 at the moment and had problems with this. The documentation was not very clear to me about disqus. So I spend some hours debugging. Eventually I figured out that the problem is disqus_url being relative and not absolute.
Why does Hugo generate relative disqus URLs and not throw an error, if Disqus requires absolute URLs according to the Disqus documentation? An error message makes the user aware of the problem. I had to look in the output html an disqus documentation to understand the issue.
In my case the problem was also related to baseURL in config.toml. I fixed it by not specifying it config.toml, but adding a flag in my Gulpfile. I only learned more about baseURL configuration here and the behavior could also be explained better in the documentation.
It works for me now so this is just my feedback to make the experience better for the next person.