Handling reviewer comment challenging the novelty of a used method
I think there's no contradiction. The reviewer said "...first to use subjective questionnaires to develop predictive models", while you said "...first to use subjective questionnaires to develop predictive models for the particular disorder" (emphasis mine).

I would just write in a response what you said, and ask for clarification - something like "I have done a thorough check ... the particular disorder. If the reviewer is aware of a previous paper has also used subjective questionnaires for this disorder, please point it out".