Threaded Comments Feature not working

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You have a couple potential issues:

  1. Your version of WordPress and/or your current Theme does not support threaded comments.

    • What version of WordPress are you using?
    • What Theme are you using?

  2. Something is interfering with comment display

    • What Plugins are you using, that might be interacting with comments? These would include anti-spam Plugins, security Plugins, comment-related Plugins, etc.