How to make emails in the same request?

How to make emails in the same request?

When I use ServiceDesk Plus, I meet a problem.

I have different settings on incoming and outgoing mail servers. 

For example, I set A as the incoming mail server, and B as the outgoing mail server.
If a user sends an email to A, then SDP fetchs this email from A and converts it to a request. 
I use SDP to read this request, and also I reply this request to that user via B mail server.
After that, the user gets my reply. Then, the user continues to send me some feedbacks in the same email.

At this time, the SDP would fetch the email via A, but SDP would view this email as another thread and converts it to another new request.

So, what can I do to make SDP view all emails between me and that user as the same thread?

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