Maybe I should give an example to make it more understandable (sorry, I couldn't edit the question):

Let's say I have a catch-all mailbox for @mydomain.xy and created an account in Thunderbird for mail@mydomain.xy

Now I send an e-mail to Sam and change my "from address" to sam@mydomain.xy (instead of mail@mydomain.xy)

Sam replies to sam@mydomain.xy. When I want to reply again, I would except the "from address" to be sam@mydomain.xy but Thunderbird keeps mail@mydomain.xy

What you want is to use multiple "Identities" for your main e-mail account. My instructions for that is below, but first...

I have to say that receiving e-mail with a "catch-all" e-mail address for a domain name is not a good idea. Spammers & hackers will send e-mail to any possible username @ your domain name, which you will receive. They will also send spam out saying it is from a non-existent e-mail address at your domain name, and you will receive blow-back from that.

Instead, have all e-mail that is sent to non-defined e-mail addresses, bounce. Then you create forwarding e-mail addresses for each e-mail address you want to use, forwarding to your main e-mail address. Not actual, separate e-mail accounts, just forwarding e-mail addresses.

That is all done with your domain hosting control panel. If you want specific instructions for this, I can help if your hosting control panel is cPanel, which I use, so am familiar with.

Now for the settings in Thunderbird. This is independent of the above and doesn't matter if you do what I suggest above.

Thunderbird menu: Tools: Account Settings

Click on your main e-mail account on the left side, then click the "Manage Identities" button on the bottom right. See my first snip below. Then you will see something similar to my second snip below.

Click the "Add" button and enter the name and e-mail address info for each e-mail address you want. You don't have to do anything more than that for each address, but you can check out what other options you can change for that e-mail address.

Thank you for your help. Having multiple identities is unfortunately not an option for me since I'd have hundreds of them. In the past 7 years I didn't get a single spam email to a random email address like somethingRandom@mydomain.xy. Instead companies share my e-mail address with other companies or have data breaches causing unwanted emails or spam. Also I don't want to bounce non-existent email addresses since it produces more spam (because the from address of the spammer is probably faked and an "innocent bystander" is spammed by my bounces)

That's why I enter a different email address for every website (as I did on this site using mozillaSupport@domain.xy). In case I get spam, I can block all emails to this specific username. This worked out quite well for me. Creating an identity for every email address I use (just to avoid that the from address is changed when replying), is not feasible. Is there no workaround or addon? The catch-all mailbox with different email addresses for every website seems to be quite common among computer scientists, I thought someone else already stumbled upon this issue in Thunderbird.