The direct_messages/new request does not accept any sort of "in-reply- to" parameter. Am I correct in assuming that a reply to a direct message is sent as a normal status update via statuses/update (with in_reply_to_status_id set and the username in the text).
Does Twitter know that in_reply_to_status_id was a direct message and send the reply as a direct message? How do I ensure that a reply to a direct message is correctly sent as a direct message?