No, that would be des Comores, e.g. "L’archipel des Comores".

In fact, even les in les Comores is not capitalized simply because articles used with or inside country names and articles used inside city names are not capitalized in French, unless the article is not written in French, e.g.:

Je part de La Nouvelle-Orléans vers le Québec.

Je suis à Mantes-la-Jolie.

Je navigue vers les Bahamas.

Où se trouve l’ambassade de El Salvador or … l’ambassade du Salvador

Of course, when the article starts a sentence, it must always be capitalized:

Les Comores se trouvent dans l‘Océan Indien.

Initial articles in town are capitalized, we write La Rochelle, Le Havre, La Haye and Des Moines. In the latter case, des grammatical function has been lost (we say the ugly la ville de Des Moines), probably because the first part of the name was dropped as it used to be called Fort-des-Moines.

When the article is modified (à Le and à Les), it loses its capitalization:

Je vais au Havre.

Je suis aux Sables-d’Olonne.