At the moment, if there's a reply from an account that your server has not "noticed" then it may not be visible in the thread.
There's a whole list of scenarios where a server might notice an account or post:
https://fedi.tips/which-posts-and-accounts-can-i-see-from-my-server/
TL:DR - To preserve resources, servers only show accounts and posts they have noticed. This keeps server costs low enough that anyone can start and run their own server, but has the side-effect of not showing everything from every server.