To ensure that all emails remain in the same thread, you can simply leave the subject line of each subsequent email blank. By doing so, the new emails in your sequence will be grouped together with the original (first-step) message, forming a coherent thread.
Please note. If the subject line of subsequent emails contains symbols or commonly used prefixes such as "Re:" or similar, the follow-up emails will not be grouped in the same thread.
How to check how your emails will look like
There is no way to test it immediately, with the exception of adding your own email address to the sequence.
However, you can send a test email to your email address to see what the email template will look like when it is sent to recipients. It's important to note that each template will be sent individually, and they won't be linked in a sequence.