A day or so later, the person involved in the thread sends me a quick followup. I read it, and then delete it. And that deletes the whole thread that was saved in the IMAP folder.
To delete a message in a conversation without deleting the entire conversation, you first “expand the conversation” and then “delete the specific message” at the far right of the message. See @Gary post extract below from the following thread.
https://forum.emclient.com/t/how-not-to-delete-sent-mail/95824/2
“To delete only some messages in a conversation, expand the conversation thread, then select the message and delete it by clicking on the delete icon, toolbar button or keyboard Del key”
