You can find the Settings app on one of your Home screens. It may be in a folder labeled "Utilities.";
, On older devices, this will be labeled "Mail, Contacts, Calendars."

,, You'll need to have threading enabled in order for threads to appear at all in the Mail app.
 When this is disabled, the switch will move to the left and turn white. This will limit message threads to only messages that are currently in your inbox.
Open your iPhone's Settings.
Scroll down and tap Mail.
Scroll down to the Threading section.

,
Ensure Organize by Thread is enabled.
Tap the Complete Threads switch.
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