@davidmead It looks like you're using either Brid.gy or David Shanske's Brid.gy Publish to syndicate out to Twitter. Your page at http://davidjohnmead.com/blog/2017/01/04/10742/ doesn't actually have a "u-in-reply-to" microformat class on it, so it's likely when it parsed, it didn't target the last twitter URL in the conversation chain. This caused it to be "orphaned" by itself instead of appearing in the longer chain of replies.

Here's some additional information: https://brid.gy/about#reply

I suspect you can test it by adding in the class by hand and then re-syndicating it with the Publish box on your Brid.gy account's Twitter page.