We've checked it several times, it works fine. Please see the screenshot: 

Please can you check and test the code again if it is correct.

Note please I tried to implement it directly from functions.php and plugin that you suggested as well. I even tried to specify my own meta key value for custom field and put it into key  field. 

Please can you provide some solution.

Please follow the steps below: 

1. Put the following hook code in the functions.php file of the active theme:

add_filter('comment_notification_text', function($notify_message, $comment_ID){
	$customFiled = get_comment_meta($comment_ID, '***key***',  true);
	if($customFiled){
		$notify_message .= "\n" ;
		$notify_message .= "***Department :*** " . $customFiled;
	}
	return $notify_message;
}, 9, 2);

This instruction should be helpful for you: https://www.wpbeginner.com/plugins/how-to-easily-add-custom-code-in-wordpress-without-breaking-your-site/

2. Replace the red-marked "key" value with the custom field's meta key. This video shows how to get the meta key of the custom field: 

3. The red-marked "Department" phrase also can be changed as you like. 

But I custom fields still does not appear in Email

The previous option is easier. We'll provide you a solution with the next version of the wpDiscuz plugin. Please wait for the next update. I'll update this topic with the new hook-code. So the mail will include the value of the custom field. 

How can I copy value from dropdown once I select it to comment area as text?

Maybe you can show me code on how to copy dropdown value to comment area once I select it? For example if I select IT department I want it to appear in comment text area like: Comment section( "IT Department:"...comment ...)

I'm going to ask the developers if there is a solution we can provide you. I'll update this topic once I get some news for you. 

I mean about actual notification sent to particular user. I'm using WpDiscuz for custom fields.

For example UserA posts comment "@UserB test" and choses IT department (custom dropdown field).

A mail notification has been sent to UserB's email address. As a result, the actual content of the notification displays as "test" without including the custom field "IT Department".

Is there any way to show custom dropdown fields in that message that was sent to UserB?

Maybe I can do it with Meta keys?

How can I include custom field to actual notification or email message?

Please clarify a bit what kind of email you mean.