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<shameless plug> Here’s another attempt at the threading idea that I did to scratch my own itch (it is now quite popular): https://www.instanote.io

Also did a Show HN some time ago which was received well.

Slack actually supports this directly, just send a DM to yourself.

> This is your space. Draft messages, list your to-dos, or keep links and files handy. You can also talk to yourself here, but please bear in mind you’ll have to supply both sides of the conversation.

Appears at the top of the self-chat =)

Nice thing about a (public) rubber ducking channel is you can just send a message to someone saying e.g. “I tried fixing the problem staring here… does that all make sense?”

I do that by sending myself messages in Telegram, it's quite handy!