Comment Reply Link – core/comment-reply-link
Displays a link to reply to a comment.
Use the Comment Reply Link block to display a link to reply to a comment.
Screenshot

Example
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The Reply link should enable you to reply to a comment. I’m not sure if these comments blocks support hierarchical comments.
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If you use the Post Comment Form your comment may appear to be a reply to the post not the comment to which you wanted to reply.