A common pattern for me is going into my threads to copy a hyperlink to one of my threads, and paste it in a reply to another thread.
Maybe you can invent something that makes this easier, for example a "link one of your threads..." drop out (when viewing one single thread) that lets me choose one of my threads (i have been participating in).
Each thread could then have a number of related threads (and for each related thread, who related it to it, and maybe a kind-of-relation attribute).
I think this is an excellent idea. I frequently want to link to one of my posts and find it cumbersome to look it up in the "My Threads" page (if it's even there), copy a link, and enter it using TSS's linking format.