Hey there iyad_saud,
Thanks for asking the Apple Support Communities about issues with Message threads
First, update your iPhone to iOS 16.5: Update your iPhone or iPad
Then, threads can be split for many reasons. 1. Group threads with SMS devices, all replies are separate.
2. If a reply was sent from the Apple ID vs. iPhone, same contact name, different path. Replying to that thread keeps it in the same path.
3. Since this is one with one person, check with them and make sure they didn't change something either. It might be iMessage registration, were out of range for iMessage and it was sent SMS, or some other possible causes.
4. Issues with the old thread. Deleting the thread you don't need and replying in the one you want, may keep it in the same thread from then, on. Deleting an offending thread solves most issues.
Let us know if you delete the thread and it comes back, and if you can't find any reasons from the sender as to they changing anything such as the number, Apple ID, SMS/iMessage, etc.
Cheers!