Okay, so, practice makes perfect and I figured out some stuff I didn't understand, like why certain people's replies are really good at finding new accounts:
A comment is just a comment, and has to be opened individually. To do threaded chosts (Are we calling them that? Someone called them that and I want it to be a thing) you need to share a chost, then reply before posting it. The whole thing will appear on your timeline (and thus in others feeds) with visible, chronological replies. If you do it to your own, you get a nice threaded set of chosts. If you do it to someone else's chost, then everyone who follows you (or whoever shared the conversation last) sees the entire thread.
The last part is important because that's how I've been finding a lot of new people on here, is by seeing who friends reply to on shared chosts. Also, share/reply does seem to push the chost up to the top of your TL/other people's feeds, the same way threaded replies do on Twitter, which might be cool, might be annoying. I need to check if tags are mutable so I can make it easier to mute threads like that if they annoy people.