iOS and iPadOS added several new group messaging features. One is the ability to create threaded replies in the Messages app.
This allows you to create a thread from any message in a conversation; all messages involving a particular conversation are stacked together.
To create a thread, tap and hold on a message and select Reply from the context menu that appears. You will then be taken into the threaded reply view where you can create a reply message and send it just like any other iMessage
(This how-to is based on my experiences and info on Apple’s support pages — where the images sometimes come from.)