"Open message in conversation" does not work or do anything Thunderbird solution
This can be because the message gets marked as 'hot', when unchecking 'hot' from the message it can be read in the 'open conversation' view again.
Go to the 'send' inbox and search for the conversation using the info in the subject, when you find the conversation in your send inbox: right click and “open message in conversation” and the proper display of your “chained” conversation should appear.
This happens to me when i organize emails in separate folders on MAC OS X, It seem as if the SENT inbox is indexed properly no matter how you move messages around between folders.
Another thing you could try is to rebuild thunderbirds database by right clicking the top-most inbox folder > properties > repair folders
Useful links
https://support.mozilla.org/en-US/questions/1065805#answer-741231 https://support.mozilla.org/en-US/kb/rebuilding-global-database