Mailspring treats the thread as a whole, so if you delete a message then all messages and your replies go into the trash. I see the same messages here if I delete a thread and then open a later email in the thread.
Of course, if several people are using the account, that could also explain oddities like messages going into and out of the trash without you doing anything yourself!
I understand that threads are treated as a whole but in this scenario, I received 1 email, I replied to it in 5mins (I am 100% certain no one moved neither of the emails to trash/spam) and the reply was automatically moved to trash (and moved back in ~15min).
