I thought I could use:
mail -s "Subject_here" -a "In-Reply-To: Message_ID_here" < body
but unfortunately the
-a is unrecognised.
I think -a for additional header does not work in case you mail command is Heirloom mailx. In Heirloom mailx -a flag is for file attachment. As you answered to yourself, you can use sendmail, but you can also use -t flag to Heirloom mailx, too.
The body text is same as that of your own answer.
This worked for me.
I found this way of using