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Hello!
They are in the second layer and appear as comments :) Nice to see you here!

That always made most sense to me out of any microblogging solution.

Hopefully more work will be done on the UI front over time as well.

Not sure I'd say they're in the second layer, to me that connotes something like a "layer two" like hive-engine. As comments, they're definitely on the layer one of the blockchain.

As i understand Leo is using Hiveengine and comments make sure not to spam the feeds. A system that was used well in the past already by another app on Steem. +

I think you're right about the desire to keep feeds clean. I didn't know aboout H-E. Seems to me that the threads are simply Hive comments to posts like https://peakd.com/hive-167922/@leothreads/leothread-0-6 which become filtered on the threads front end. Yours is at https://peakd.com/@lordbutterfly/re-leothreads-76cubh, but I don't know. Even if H-E is used, the comment/data does seem to end up on the main chain.

It seems to be quite separate.

welcome fren