I wrote a reply https://twitter.com/sxfjkl/status/1340050437131694083 to a message https://twitter.com/pamcakers/status/1340001830999384065 however when I try to view it along with the other replies to that message, it does not show up, even if I tell it to "Show more replies" and "Show additional replies". Why isn't it showing?
But on opening the users tweet indeed it can't be seen. It can be on a variety of factors. I answered a similar question 7 years back. Have a look.