Not like the list in OP's image, but what I would do is directly jump to your reply from the link "Show the last posts of this person" in your profile. In this way you do not need to scroll down to your reply in the thread.
If you are asking how to see only replies to your post that includes quotation of your reply, you can use forum search with your user name, choose "Search order: Most recent topics first", and look for posts quoting your post.
This! Scroll to your last unread message in a thread. This function would be so helpful, all other places have it, and it makes surfing through the forum so much easier. If you are asking how to see only replies to your post that includes quotation of your reply, you can use forum search with your user name, choose "Search order: Most recent topics first", and look for posts quoting your post.
https://bitcointalksearch.org/user/actuallytwolamas-2138583
Of course it does not distinguish the posts you've read or not but at least you can directly jump to your post without scroll.
It's not the same, because you have to comment, and with your suggestion, you go back only to your message. What I meant, that if you read the thread, and when visit the thread again after some time, you would go straight to last unread message instead of the first post message like now.
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