Is it just me or there are others who find discords handling of threads terrible?! I mean Slack is far from my favourite but at least they treat a thread like a thread where I can see the entire conversation in one place instead of visually parsing questions and replies while frantically scrolling up and down.

Discord and Teams both have terrible UX. Discord has the look and feel of a poorly designed game and Teams can't even get highlight and focus right.

Threads in Discord appear in the sidebar usually. Are you thinking of replies?

I was thinking more like seeing all the replies to a comment as a thread without the explicit "create thread" which mostly people don't. E.g. I right-click on a comment that has replies and I see the root comment along with the replies in the sidebar.