Curious why you want to compose a thread per se?

In Damus you can just write as long of a post as you like.

Can separate thoughts with paragraphs.

Or is it that you’d like to put a picture ‘under’ each section?

Not sure if that’s possible ..

#asknostr

I'd just write a long note or even a NIP-23 long formatted note on Habla or Blockstack.

I’m genuinely curious when you would prefer threads over a long form post/article?

Don't know about iOS clients but on web clients, satellite.earth is really good at showing threads. If you just want to view threads, Snort or Primal should also do fine on the web.