Typing a response before hitting "reply"

Well, there's no single reply key - you have hit at least two, Ctrl+r, Ctrl+Shift+r, etc. If you haven't done that, your typed keystrokes go nowhere.

I should have been more clear. I am sometimes in such a hurry to reply that I just start typing with the message still sitting in the inbox. I often start by doing Shift to start with a capital letter, then after a few strokes realize my mistake, only to find that the message had disappeared from my inbox. Where did it go? And how can I get it back. Today, I was able to find it in a thread on my iPad, but that is not always the case. Thanks,

Unless you have the Reply window visible and having the focus and accepting your typing, your message is likely to be nowhere. It would depend on what specific keys you hit. You might accidentally make Thunderbird do something sensible, like save a draft (Ctrl+S), but you're more probably going to trigger Thunderbird to do something you don't intend.

Check out the standard keyboard shortcuts for Thunderbird and you might see some of the possible actions:

https://support.mozilla.org/en-US/kb/keyboard-shortcuts-thunderbird