In reply to Aaron Davis.

Aaron, it is in fact with the Threaded Comment plugin (though it's a GitHub repo and not in the main repository). A few people have asked me about it in the last couple of days, so instead of writing it out multiple times, I've done it once. Here are the details: Threaded Replies and Comments with Webmentions in WordPress. I'd had it ages ago and disabled it because I couldn't quite get it to work (or it didn't do what I expected), and didn't really have instructions, so sadly I gave up. Now that I know what it was meant for and how to use it, I don't know how I lived without it before.