Unfortunately "Show new replies to your posts" often skips listing some new replies to my posts. I just replied to one that was never in my list.
The operative word in my experience is "often."
That's really strange. When you say 'never in your list' are you, by chance, referring only to threads that you originated or to which you've subscribed?
The usage 'Show new replies to your posts' indicates that a post was made to a thread in which you posted - which should incorporate threads you originated. (I can't remember if there's a 'subscribe'/'notify me of' feature here that can be used separately or if one can only 'subscribe' by posting to a thread and having your profile set to show you replies to your posted threads.)
If anything, my experience is the opposite, it shows me every thread to which I made even a passing comment and which I may have no real interest in following over the long-term.
Anyway, to the OP's question - you can also click on your name and, in your profile, there is a link to 'Show the recent posts of this member' (or somesuch wording).