CM1CONBITS.CEVT is getting cleared partway through the comparator setup, then never cleared again. Once set by a comparator event, no further events/interrupts will be generated until you clear it. I would recommend clearing it in two places:
1) After the comparator is fully set up, rather than partway through the process. After "IEC1BITS.CMIE = 1" in Init() would be a good spot.
2) After "IFS1BITS.CMIF = 0;" in ComparorInterrupt().
If it still doesn't work, put a check in the main loop to see if either CM1CONBITS.CEVT or IFS1BITS.CMIF goes high. If both do, then the interrupt is being generated, and your ISR not receiving it. If neither do, there may be an issue with the comparator setup.