In the most common way,we will say:
舒服 means comfortable,it's an adjective for describing subject which makes you feel soft, nice or fluffy (in a good way) e.g. sofa/weather, etc.
It can also be used in health conditions as well, when you said ”I am not good. (maybe you got a headache or sth,then you could said like”我有点不太舒服”。
方便 means convenient, an adjective as well which uses to describe sth is okay for you.
When it is used to describe ur health condition, it means " I am not able to do this with body reasons” When girls are in their period, they are likely to refuse to the date with saying:我不太方便。
Hope this helps