The K'un Lun that's found in the comics is a bit different from the one portrayed in the show, so it's not clear how much we can take from the source material. But as far as I know, nothing remotely like this has happened in the comics to K'un Lun or any of the other Cities of Heaven.
On Earth-616, where most of Marvel's comics stories take place, the Iron Fist is not the "defender of K'un Lun", and there's no real connection between the Iron Fist and the Hand. So much of the story device of the Iron Fist defending the pass to K'un Lun from The Hand was invented for the show. Instead, the Iron Fist's primary job is to represent K'un Lun in a martial arts contest among the Cities of Heaven to earn the right to appear on Earth every 10 years.
(This was likely the origin of the "tournament" Gao sets up in Iron Fist, since the Bride of the Nine Spiders is one of the other city's Immortal Weapons.)
In the most popular Iron Fist stories, Danny spends the bulk of his time as part of a team — first the Heroes for Hire, then the Defenders. We don't really see a whole lot of modern-day K'un Lun in the comics (mostly we see it in flashback). There are a couple of Iron Fist stories set there, including one where K'un Lun gets attacked, but nothing that I remember about the city just disappearing the way it has in the show.