Discord has a feature called threads, but it works differently to any other feature called threads anywhere else. You can pick an existing comment, create a thread starting at that comment, give that thread a name, and it works like a mini-channel - people can post comments in the thread, and they appear there, and not in the channel (there is no option to also post a message to the channel). Threads appear in the sidebar under their parent channels, and there's some UI to show that a comment has a thread hanging off it. After some period of inactivity, threads are archived, and no longer appear, but you can find them somehow.
We use them now and then on the gang group chat, but they don't feel as comfortable as Slack threads. I'm not sure why.
It's a bit weird that you name threads, rather than just replying to a root comment.
Discord also now has a thing called "forums", which is basically a highly mutated channel that works like a bulletin board. People make posts rather than comments, and there is a reply chain off each post. The structure is fundamentally the same as comments and threads, but it's laid out very differently.