Package messages, package replies, and comment threads are all a part of Discussions.
Replying to a Discussion
To leave a comment within a discussion or reply to another comment, open the discussion from the Discussion Panel.
There you can comment at the discussion / package level or on individual files. Everyone who is on the discussion / package will be able to view your reply.
You can also reply to comments within the discussion by selecting Reply on a specific comment. Your comment will appear after theirs.