Instructions:
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Go to the thread where the reply was posted originally before you moved it (“thread A” in your case).
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Find the post that states you have split the topic and moved a post to another topic. It will say something like:
[username] SPLIT THIS TOPIC […] AGO
A post was merged into an existing topic: Thread B Topic TitleYou may have hidden / deleted it already, in which case click “VIEW 1 HIDDEN REPLY” to see it again.
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Edit that post and delete the link to thread B in it. This will remove the auto-generated link that had appeared in your thread B.
Explanation: these auto-generated links are like “backlink indicators” in WordPress: they point back to the topic that contains a link to the current topic. By removing that link as shown above, the auto-generated link also disappears automatically.