Modal forms dropping # in the address
Unless you URL encode, the fragment (what you have after the # sign) is not sent to the server. 

If you want to include the hash in the destination parameter, it has to be URL encoded. 


  http://example.com/modal_forms/nojs/login?destination=comment/reply/NID%23comment-form


Note the %23 above. It makes the browser think that the fragment is part of the destination parameter.