Grouping your emails into conversations based on the subject line is a Gmail feature. You can turn it on/off in your Gmail settings. Click the gear icon in the top right corner, then click See all settings. Scroll until you see Conversation View and select Conversation view off to disable it.
You can also find this option in Quick Settings. To disable the Conversation view in Quick Settings, just scroll down to it and uncheck the box next to this setting.
Turning the Conversation view off will prevent reminders from working correctly. Without the Conversation view, the lightning bolt tracking indicators will only attach themselves to the first message.