It seems to me that in the great majority of instances posters are looking for help on a particular clue in a particular puzzle. Since there is no way to create a thread within a thread, this suggests that the appropriate level of thread granularity is 'clue within specific instance of specific puzzle', eg 'Everyman 3771 11ac'. This means that solvers looking for an answer to 11ac in Everyman 3771 know where to look, and those who don't want to know the answer to 11ac can avoid the thread. In contrast, where a puzzle has just one overarching thread anyone seeking a specific answer is likely to be exposed to every other answer on the thread, and multiple Qs and their associated As are likely to become confusingly interwoven
Such increased granularity is effectively an extension of the recent move with Listener puzzles to split the conversations on a particular puzzle into two, and would simply mean that for themed puzzles there was a further thread for those seeking assistance regarding the thematic aspects. It also strikes me that crosswords which warrant specific discussion of their merits and demerits are relatively rare, and therefore 'deserve' their own thread for that particular purpose, eg 'Everyman 3772 - What Were They Thinking?'.
I would envisage that the threads relating to a specific clue - even allowing for a message of thanks from the OP - would almost invariably fit on one screen page, leaving the subjective and thematic threads to extend as far as their contributors wished them to.