Chat messages and messages that are created through the messages API have a thread_id and the thread's messages can be retrieved from /flows/:organization/:flow/threads/:thread_id/messages
However Flowdock has older type of messages, that are still created by integrations using the deprecated push API. These messages don't have a thread specified. Instead the comments to those messages are retrieved by finding messages with the tag influx:{message_id}
e.g. /flows/:organization/:flow/messages?tags=influx:123456
However this older type of threading will not be supported in the future and all messages will have a thread_id.