@avalasseter Howdy. I don't see how to do it in the web browser, but it's an option available in the app I use (Toot! on iOS). As i recall, the custom is to make the first post public, then add unlisted 2nd and 3rd posts in a thread as needed.
This means you can post your original via web browser as public, then add subsequent responses afterwards as unlisted responses to the main or original post. Let's test it out, ok?
@avalasseter What app are you using on what type of device?