First heard on the season 4 finale of Buffy: The Vampire Slayer, it means someone who is looking/questing for comfort.
In Buffy, Joyce (Buffy's mom) asks Xander if he's looking for conquest, and he replies that he's a Conquistador, then she asks if he's looking for comfort, to which he replies that he's a comfortidor, too.
by bravo_charlie April 3, 2010