How can I not redirect users to the single post when they add a threaded comment?

As you may have guessed WordPress deals differently with threaded comments. By default the comment reply link is generated by the get_comment_reply_link function and the comment form with the send-button by comment_form.

If your theme supports threaded comments it adds the comment-reply script. This script moves around the comment form to the (threaded) comment that the user wishes to reply to. In the process it needs to change the POST call, else the server won’t know to which comment to attach the reply. Your scenario is not taken into account and the script has no hooks.

So, this leaves you two options. One is to write your own script. The other, more feasible one is to intercept the POST call, like you have done for regular comments, with the comment_post_redirect hook (which is bypassed when the form is submitted by the script). Here’s what I would do roughly:

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