If I am asked 'Which was the most comfortable journey?' I could answer,"when we went to the Alps by car because i like travelling by car.It makes me feel good'
And 'Which was the most convenient journey?' My answer, " when we went to the Alps by car because there were no traffic jams'
Will it be correct?
Yes, you are correct is you like traveling by car because it's more comfortable (lots of room, soft seats, good shocks so the ride is smooth, etc.)
But "convenient" is more than just traffic jams. "Convenient" is a trip that is easy to plan, or perhaps it is close. For example, if I live in Texas I might say, "traveling to Mexico by plane is convenient" because it is easy to plan (just buy a ticket and walk to the airport), it is fast (it takes less than an hour), there isn't a long wait at the border to check baggage and passports, etc. But this doesn't necessarily mean it would be a comfortable trip. Perhaps the seats in the airplane are hard and hurt my back, perhaps the plane makes me sick, perhaps it's crowded, perhaps it's really expensive, etc. A bus might not be convenient because it stops at every town along the way, it is often late, maybe the buses often break down, and you have to wait an hour at the border.
However, if you live in a small town that is 4 hours from the nearest airport, it might not be convenient and a bus straight to the border might be easier. Does that make sense?
Here's a couple more examples:
I live very close to where I work. It's convenient because I can just walk to work every day.
The subway system in New York is convenient because it runs 24 hours a day, you don't have to wait long between trains, and it goes all over the city.
Having a car is convenient because you never have to wait or worry if there is going to be a bus.