Does Salmon support threading?
Yes, the thr:in-reply-to ID can be the ID of a comment (which can itself be a Salmon with a xpost:source element that points at the ultimate source). While the protocol supports threading, recipients can of course flatten salmon in the feeds that they re-publish -- though the thr:in-reply-to element can be used to reconstitute threads as needed.
How is Salmon different from using AtomPub to post to a comment feed? Salmon is in fact based on and compatible with AtomPub. Salmon greatly enhances interoperability and usability by specifying a distributed identity mechanism for identifying the author and intermediary involved, provides a discovery mechanism, and specifies how things should be linked together. By not requiring pre-registration or federation but still allowing for verifiable identification, it provides a usable, level playing field for all parties involved. Why are you using this new crosspost extension instead of just using, and retaining, atom:id?