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What changes when you reply?

When you reply, the client creates a new Message ID, sets In Reply To to the identifier of the original message, and extends the References list with that identifier. The subject usually gains a reply prefix such as Re while the body includes quoted content from the original.

To mailbox providers the reply is a fresh message with its own SPF, DKIM, and DMARC evaluation. The thread history helps group the conversation, yet each leg of the journey is checked as a separate send.