Does confusing count as complex? Because I still don't get how the hell Batman came back from the dead after like... idk going through time or whatever.
But no TBH I haven't found many really complex comics. Kids are no longer 100% of the target audience of comics, but the large majority of comics are still written on their level.
It doesn't count as a comic, but the most complex sci-fi/fantasy fiction I ever read was Harry Potter and the Methods of Rationality. It's a HP fanfiction that's longer than most of the actual books and more skillfully written than most published fiction works. Holy beautiful HELL did that story get complex. It was glorious.