You can just buy a domain and start a forum...

Back in the day that's what we did, even after Facebook showed up, because it took a couple years to match the functionality.

Mattermost seems to be what you're looking for, it's built around threads.

Zulip, Mattermost, and rocket.chat all have threads. Discord would be the easiest.

Discord seems to be the obvious alternative although i hate it.

You could spin up a wiki and use the Discussion tab for that. Not ideal, but shouldn't be too hard to set up on fandom.wiki, for instance - should be simple to block edits by non-registered users. YouNeedAWiki or Miraheze should also work

Matrix via Element and Mattermost are the best options I know off.

Nice thing with Matrix is can use the same account across multiple servers

I set up a Discourse message board recently and it’s pretty easy and cheap.

emails? or local phpbb?

Zulip

For years I had been using a private blog with friends. It was easy to comment on anyone's post, and easy for anyone of us to create a new post ;)