Hi 
These things happen to everyone. It's a bit of a pain but mostly to the
person who got compromised. My spam-filter warned me to be wary but that
the address has been in my contacts for a long time.
Nicely handled! Good recovery!
Best to just delete that thread (or those threads) and not respond. Unless
you can use them for reporting to the email provider, but the rest of us
should avoid responding to the compromised thread(s). I doubt threads have
that kind of capability yet but it's good to be paranoid sometimes.
Regards from
Tom