The problem is that the MessageID returned by GetMyMessages is not the right ID to use for the ParentMessageID of AddMemberMessageRTQ. Instead, you should use the ExternalMessageID (also returned by GetMyMessages) parameter as the ParentMessageID parameter of AddMemberMessageRTQ.
Alternately, GetMemberMessages also returns a field called MessageID. This value can also be used as the ParentMessageID in AddMemberMessageRTQ. The ExternalMessageID returned by GetMyMessages and the MessageID returned by GetMemberMessages are the same value.