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As far as I can see looking in the source code, it does this for 
issues submitted via email. However, for issues submitted via 
the web it doesn't. In other words, if someone creates an 
issue via the web interface, and subsequently comments to it 
via the web interface, the second email sent out to the nosy 
list doesn't have any "in-reply-to" field. Searching 
for "inreplyto" in the source code shows that it is only setup 
when receiving email submissions of bugs.

I tried modifying send_message in roundupdb.py, adding 
another line after:

223:            if msgid is not None:
224:                messages.set(msgid, messageid=messageid)
as:
224a:               messages.set(msgid, inreplyto=messageid)

The idea being that if the message had been put in by the 
web, it would then have the inreplyto field set up when 
creating the original notification message for the issue.

However, this hasn't worked and as I've had to do it by 
asking the system administrator (my boss) to hand edit, I'm 
not happy to do much more experimenting. 

Any ideas why that didn't work? Any other guidance?

Hugh