If someone deletes a Reply to you, there is no record that such a Reply ever existed(*). One could of course make a screenshot (aka screencap) but screenshots can be faked to say whatever you want.
(*) Actually, twitter may retain the Reply, I dunno.
A SPLIT is a reverse-authored multi-tweet nested quote tweet.
A single author sets up a famous quote or passage. The last line of the passage (or a name or perhaps reference) is then Replied to with a link to the top tweet.
Such a Reply is called a Buttress. Generally, we'll only need the B type buttress as shown below.