See if the info at https://support.mozilla.org/en-US/questions/1126211 helps.

Thank you for your reply, but no help. That link is 8 years old and I have already been through that post and/or several similar years-old posts. Thunderbird must have changed much since then because I have not found in v128 some of the features that those old ones mention : - no Preferences in 3-bar menu, hence nowhere to "Enable Auto-reply" - "Reply with Template" not listed in Actions in Manage Message Filters

Looks like Thunderbird has removed auto-reply, which is a shame because I'd find it's fine-grained selection of particular incoming addresses far more useful than gmail's coarse catch-all auto reply.

And nowhere to speak with Mozilla themselves to check whether they have removed auto-reply.

I set it up following the instructions and it worked fine.