@TheSeedSage: Probably almost everyone on this forum can sympathize with you but a quick search would show you innumerable threads about your exact issue.
The Star Seller metric is that the FIRST message of a NEW thread must be replied to within 24 hours. It does not matter who sent it, the subject matter, if it is a duplicate or blank or anything else. If it is SPAM then it should be marked as such. Those have always been the rules.
Subsequent messages from the same account (a buyer may have multiple accounts) are supposed to be combined into a single thread. Etsy is now putting a blue text warning / advisory on those messages they consider to be a "new message" but should semantically be called a "new thread".
Help Requests always start a new thread.
If you are creating a custom listing based on a new thread, you still need to reply to the message.
Cancellation requests in a new thread must be replied to in the actual message - replies using the cancellation form do not count as a response.
At least for the time being, it appears that marking an unanswered message as SPAM (even after the 24 hour deadline has passed) will cause your reply percentage to change in a day or two if the original message was within the current star seller period. Note that subsequent messages from that account may go directly to the SPAM folder.
If you have not yet done so, you might want to read https://help.etsy.com/hc/en-us/articles/4403058372503-How-to-Become-a-Star-Seller?segment=selling
