Using the plugin:
latest version available here: https://github.com/Toro-Unit/custom-post-type-permalinks
Plugins -> add new -> search for: custom post type permalinks -> install -> activate
There will be a new section in your settings -> permalinks that will allow you to set the structure for your comics.
In the image above please note that I used /%chapters%/%postname%/ as the permalink structure for the comic post type.
This will then make all of your URL’s for your comics show up with /comic/chapter-slug-name/name-of-comic/ for your permalink structure
For example: http://dev.frumph.net/comic/the-comic/test-comic-3/
the-comic is the chapter name and test-comic-3 is the comic’s title slug name, take note, once you do this, the /comic/test-comic-3/ /%post-type%/%postname%/ will no longer work and will not redirect to the new permalink structure.
note2: all comics need to be in a chapter but you probably figured that out
note3: if you changed the slug name of your comic post type in the comic->config it will be /newcomicslugname/chapter-slug-name/name-of-comic/