The current guide will show you how to fix the problem if the replies of the same discussion open new tickets instead of coming in the same thread. There are 2 possible reasons for such behavior.
Missed Subject
Firstly, it could be happening because of the fact that the Helpdesk Answer template has an empty Subject field in Project - Helpdesk - Helpdesk template.
Please fill the Subject with at least the following macro.
Another example could be:
Re: {%ticket.subject%} [{%ticket.tracker%} #{%ticket.id%}]
And then, every new reply from the client of the same ticket discussion will update the same ticket. So, the discussion will be in one thread/ticket.
The full list of the available macros could be checked here.
Ticket Lifetime
Another possible thing that could cause the problem is that the Ticket lifetime feature of the Helpdesk plugin is set with the value 0 days. Please check this guide for more information about the feature itself. So, please just set some other value (for example 3 days) or just leave the field blank and the replies will start to come in the same ticket discussion.