Actually it would be easier to find if you posted on that thread because it will still appear on your history. Well, sometimes it's just a human error but most of the time that locked thread go on the next pages due to the new stockpiled of threads. But if you already reach page 5 above and find nothing then most probably it was deleted already.
That's a good feature in fairness but it could be better and more usable if it would be a notification bar because it offers same function. Plus, you can visit the posts which are quoted by someone else .