If you wish to respond to any EXISTING reply (on a Question or a Post), then please use the Reply to this yellow button. That opens a new area to type your response in and a yellow Reply button to use when you want send your contribution to the site.
Only use the black Reply (and the Submit my reply button after that) at the very bottom if you are adding a new reply that is NOT related to any existing reply.
What happens is that when you use Reply to this, the person you are responding to should get an alert. So they will know you have responded.
With Reply to this your response also gets indented and appears near what you are replying to.
If you use the simple black Reply at the bottom of the page, only the person who posted the original post or question gets an alert.
I know that not everyone has exactly the same settings for alerts. And that some browsers (such as on phones) will display things differently. I tried to write the above for the more usual, expected settings and browsers.
Rod