I’ve enabled threaded view, but messages that I have sent do not appear in the conversation. Is this a bug or do I have to do something special to get reply messages in the Sent Items folder to appear? Makes it quite difficult to follow a conversation if I cannot see my own sent messages that are part of the conversation.
App version is 8.2 from the Google Play store.
I think that’s normal (or used to be): you are viewing the current folder (only) in threaded mode; if that folder is your Inbox, then you’re only seeing the content in that folder. Whereas messages you send are (probably) only in a different folder, e.g. Sent Mail, which you’re not viewing.
Google’s gmail has a unified Conversation view, which includes your sent mail, I believe.
Options you might consider:
- set up a Unified view including both your inbox and your Sent Mail folder. I’ve not tried this.
- Cc: yourself on every email you send (I do this), so your sent emails will appear in your inbox, and be threaded appropriately.
@shmuelg , another alternative is to do what I always do: Go to “Settings / (account) / Folders” and set “Sent Folder” to “Inbox”. 
I have done that for years and cannot figure out why anyone would NOT like to have it like that. 
Well, apparently that is the way it works on Thunderbird on desktop. However, that is not the normal way that threaded conversations work in other apps, which provide much better functionality in this regard. Try it Gmail, Yahoo mail, FastMail app, Outlook mobile app. The Outlook mobile app even indicates which messages in the thread are from the Sent folder. The bottom line is that a conversation is generally two-way (or more), and a big component of that is messages sent by the user rather than being received by the user.