They do and they don't. A large part of Comoran ancestry is Malayo-Indonesian, and there were periodic slave raids and conquest by the Sakalavas of Madagascar (especially on Mayotte/Mahoré). On the other hand, Islam, centuries of Arab/Shirazi influence and the importation of East Africans have made the Comorans very distinct from any Malagasy ethnic group. They weren't very happy with being administered as part of Madagascar until the 1940s IOTL, and I doubt they'd join it voluntarily ITTL, although there may or may not be formal cultural links.
As for whether they'd stay British, that depends on whether there's an anglophile creole class similar to the one that kept Mayotte a French dominion IOTL. My guess is not - the Comoros wouldn't be British ITTL for as long as Mayotte was French (thus less time for an affinity to develop) and the creole class may well be mostly French-descended as in Mauritius. I'd guess that they'll go for independence, and in fact that (as in OTL) there will be movements for each individual island to go its own way.