I don't remember anymore if comets had any noticeable gravity well, but I know finding them is very difficult even when you know approximate location. I think they did masslock though, when you manage to drop close enough, which needs to be done very quickly. I believe there are plenty of systems that do have them, based on how they count as astronomical bodies in the system, and signal sources, notably conflict zones, form around them. Comets that have stations in orbit are easier to locate, yet invisible, and appear in navigation computer for a split second.I've noticed a slow down area near the primary star in Shinrarta Dezhra. It's probably one of the invisible comets/meteors, but will give it a closer look, when once again Allied with new TDW beneficiary factions.
I think I once noticed something similar in Colonia system but was interdicted briefly after that.