Does anyone know how to make all comments appear directly under the post?
Until now, the answer to that question has always been
Not under native Blogger, unfortunately.
With New Blogger June/July 2008, that limitation is no more. Now, you have a third option for displaying comments.
Embedded below post
Note that you may, or may not, see my test comment below this post. If you're viewing posts in archive view, or in main page view, you'll still see the comment link, and have to click on that. A page with multiple posts, and comments interspersed between the posts, would be too hard to read.
If you're viewing this individual post, inline comments "Embedded below post" make sense.