In feed I happen to reply to a comment, by clicking directly "Reply" in the other person's comment, but then when I reload the page it seems as if I have added a general comment.

Sometimes it works fine and there is the nickname, preceded by @, of the person I replied to, sometimes not.

Do you understand what I mean?

Am I doing something wrong?

Addition: 

then it seems to come back ... I do not understand 

Could it be the browser cache that gets enchanted?

Sorry if I go back to adding one piece at a time.

I'm pretty sure the @nickname of the person I replied to doesn't always appear.

Do I have to put it in manually?

It was always like that, it happens to comment sections too but your replies do go through, we get notifications if someone replies to us even if it doesn't show up with your name on it.