To keep all the emails in a sequence in the same thread, you just need to leave the subject line of each subsequent email blank. In this case, the new emails will become part of the same thread as the original (first-step) message.
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. Please note that each template will be sent separately, not chained.