Hello Ioana,
In the current version of Apple Mail the Reply status is not read by
VoiceOver in non-classic view.
This is a bug that has been reported and documented to Apple.
Hopefully, this will be addressed before the release of Mountain Lion.
Mark
From:
Hi Ioana again.
Normally the new reply gets attached to the end of the conversation if you are
viewing the conversation left to right with VO. Or the new message will appear
first if you have deleted the other messages from the conversations. I hope
this is not too confusing for you and