Threading is "Per folder" and Thunderbird is not Outlook, so make no assumptions on how anything works based on the "Microsoft/Outlook way" or you will be about as disappointed as the users of Eudora where when it was discontinued and they filled forums with posts about how to make Thunderbird do things "the Eudora way". Thunderbird could not and many of the same points apply to Thunderbird and Outlook.

It is a good thing from my point of view that Thunderbird does not do things the Outlook way. I left the M$ fold when they invented their stupid ribbon toolbars. I like things to be where left them and I don't need a computer second guessing what needs to appear on a menu or toolbar, but in those days Thunderbird was also the only mail client that did threading of email.

In the knowledge that threading is per folder, I use the option to place a copy of replies in the folder I am replying from for just the reason you mention, so I have the original message and the reply in the same thread. Otherwise I have to right click and select open in conversation which is more frequent than I like as topics I initiate does not see the copy being in the folder the discussion ends up.

In order to see all messages in a thread - received, replied, received, replied...etc., is it necessary to manually move each sent reply into the Inbox window? From your screenshot, it looks a setting can do that automatically. If so, where is that setting? I was unable to find it.

Thanks,

  Don

Account settings > copies and folders for each account.