While analyzing issues on drupal.org, I detected that it is possible for multiple comments on a node to have the same {comment}.thread value.
To ensure data integrity, we should have a unique index on (nid, thread).
Drupal.org had 34 instances where duplication had happened. Most of this apparently happened at times where things were especially flaky. (I manually repaired the damage already.)
Detecting duplicate thread values:
(d6 naming, use 'comment' for a d7+ db)
select distinct l.nid from comments l, comments r WHERE l.nid = r.nid and l.thread = r.thread and l.cid < r.cid;
This takes 5 minutes to run on drupal.org slave.