Hi,
not sure how do you perform multiple conversion which code/driver youa re using. But the interrupt should be triggered for each converted channel if compare condition is true and channel interrupt is enabled.
Compare functionality is same and valid for all channels. After any input is sampled and converted, if the condition selected evaluates true, respective SC1n[COCO] is set and result can be read from respective Rn. If the compare condition is not true, SC1n[COCO] is not set and the conversion result data will not be transferred to the result register, Rn.
An ADC interrupt is generated when SC1n[COCO] is set and the respective ADC interrupt is enabled, that is, SC1n[AIEN] = 1.
Withing ADC interrupt you can read SC1n[COCO] to know which channel triggers interrupt, then read Rn to clear COCO.
BR, Petr