Not sure what your issue is Russell. You click into a particular forum, start a thread in that forum and it stays there. Similarly if you select a thread within that forum that you want to participate in, your message stays in that thread.
The thread you start or message you enter are moderated because they are in the wrong place. That’s where I, or other Moderators, move the content to the proper place. This is rare - but does happen.
Put another way, if you made the post the post isn't new to YOU. The software only shows posts new to YOU. For example, this post I'm writing to you right now I will not see under "New Posts" for me, but, when you click on New Posts you will see it.