I don't know of a way to have TB automatically attach files in replies, but there is an add-on, AttachExtraTools, that lets you add attachments from other messages, after you have copied them. Another way would be to attach the original message, including attachments, to the reply, by dragging it from the Threads Pane (message list) and dropping it on the reply, to the right of the addressing area, as you would with any file attachment.

http://www.chrisramsden.vfast.co.uk/3_How_to_install_Add-ons_in_Thunderbird.html

Use forward instead of reply. Logic tells you that there is no need to return the exact same document to the person that just sent it to you. If you opened the document, made changes and saved it to a new file then it would make sense to send it back. Can you not must reference the document name in the reply?

Looks like there is no simple way to do it. I had just saved the attachments to my hard drive and then reattached to the reply.

You can drag and drop attachments from one message to another. But forwarding sounds the most logical approach to me.