Under General -> Comments, the options to Show Parent or Show Thread seems to enable the other setting.

When the Show Parents setting is selected, the Show Thread option is actually the one that appears within fly-out that appears when selecting the hamburger menu on comments, and vice versa.

Example: https://imgur.com/a/7NI9p3Q

[POSSIBLE ENHANCEMENT REQUEST] I seem to remember when using Boost for Reddit, that when you clicked on Show Parent and the parent comment was shown, there was the ability to click another ^ that would then display that comment’s parent, and you could continue doing that until you reached the top of that comment thread. This would be great to have again.