For keeping track of replies to my own comments, as previously mentioned there's the threads link at the top of the page, as well as https://hnreplies.com/ and https://hnnotify.xyz/.

You can also use https://hnrss.github.io/ or http://hnapp.com/ to make RSS feeds of various types.

If there's a post that is particularly interesting and you want to be able to keep abreast of new comments in it, I've found the HN Comments Owl[0] browser extension particularly useful for this. I bookmark the page, and when I return to it I see new comments highlighted.

[0] https://github.com/insin/hn-comments-owl