Good idea

Save message ids or links to database, when thread is closed remove it from database

There is no use spamming our issues with "bumps". If you know want to add the feature yourself, you can learn python and create a pull request.

What about if we grab the plain message id in DM channel and put it in author.url (or footer) when creating an embed for it in thread channel. Since it's just one way plain (in DM), right?
Would it be possible to link those messages later?

Actually kinda surprised this issue is open for so long, I dont really think it needs a database migration as you originally thought @fourjr.

As Jerrie suggested, when the message is sent in the DM channel, the message id can be grabbed and added in the footer of the message sent in the thread channel. This way, when edit/delete is called, it looks at the footer, does a simple regex to get the message id and gets the member id, fetches the member object and uses member.fetch_message(id) to fetch the message object which can then be edited/deleted.

I would work on this but the whole sending the message code is really confusing to understand

Now, with multi users support for threads, I think saving the message IDs in the footer is no longer a good idea.

I 'd still suggest using the database for this feature. I have the models for this and been using it on my instance for about a year. It's similar with my last PR (closed) plus some improvements.

I'm still interested in this but don't have time to do it.