Email through sms is in separate threads
There might be a problem with your message app. 
Unfortunately there is no possibility to get rid of this problem. 
You got a few options to choose: 



  Go to: Settings > Applications > Manage Applications > Select the Messaging
  App
  
  Choose 'Clear Data' and also 'Clear Cache'.



You will lose all data and text messages in your phone.


Try to install another SMS app there are plenty on Google Store. IMO the one of the bests is the Textra. Hope you enjoy it.
Maybe it is connected with an APN issue. 
This might help.