Ok, I did a few testing for answer you. :D
I have the posts organized by chapter. But only is checked the "chapter", not the "comic" category.
When I set the navigation to "all" the chapters. The "next" and "prev" buttons fails. But "next in the chapter" and "prev in the chapter" works. (used in default and widget navigation)
When I set the navigation to individual chapters the prev and next works in the default navigation (I suppose they are now like "next in the chapter" and "prev in the chapter")
A last test: If I put the comics under 2 categories (the "comic" and "chapter" under it) the individual chapter navigation works like "all" navigation. :/ (it works!) But I think this isn't very correct, right?