Yes I get what you're saying and see how that can be confusing. If I put the immediate level replies directly underneath the note they're replying to, that works unless *your* reply gets more replies, in which case the same issue happens further down the thread.

I'm going to try #[2]'s suggestion and see about "collapsing" reply threads with a one-click option to open them up so you can read them all. That way all immediate replies are still visible but you lose the confusion.