The reddit gold feature I mentioned directly addresses what your first paragraph describes. New comments since your last visit are highlighted.
And I don't understand your second paragraph; it never happens to me, but that doesn't mean it's not a problem. Could you help me understand why you find these threads unreadable? Do you make use of the "collapse thread" button?
But that's not a bad experience compared to when you go read a threaded conversation for the first time when there's over 50 posts — the whole thing is just unreadable. Add to this that even the most technical people can rarely reply to the right post 100% of the time.