Had this problem on a site where commenter’s would post comments to the wrong posts and comment threads, had to move thousands of comments from one post to more appropriate posts on the site.
I used this plugin http://wordpress.org/extend/plugins/move-wordpress-comments/ for fixing threading.
With the plugin you have the option of turning the child comments into parent comments or threading them under another comment. Can also move them to different posts.
Be careful with it though, as you’ve found if you break the threading the orphaned child comments don’t play nice.
I’ve also used this plugin http://www.dountsis.com/projects/move-comments/ for moving comments around in bulk (the other plugin is one comment at a time, perfect for the odd comment/thread issue). If you have an entire thread for example you want to move to another post this plugin can speed the migration process. Like the above plugin easy to orphan child comments, so take your time planning the moves.
David