The attach icon is in the same place for new mails and replies on the toolbar on the far right.

When I compose a new email, I see the attach button at the top right. But when I open an email, and click reply at the bottom, there is no "attach" button anywhere. That toolbar is not at the top.

Here's a screenshot

I assume you are using the conversations addon, that has nothing to do with normal Thunderbird functions. I suggest you ping the addon author. If my guess of addon is correct the support link is given as https://github.com/thunderbird-conversations/thunderbird-conversations/wiki/faq

Ah, I see! Thanks for your help