I think it doesn't show, unless that person follows both of us. See e.g. https://twitter.com/DrLindseyFitz/status/1172096658831826947?s=20, I follow that person but can't see that reply in my timeline. Go to a random person you follow, check out their 'tweets and replies' section. If there's replies you're sure you haven't seen on your timeline, you can rest reasonably assured replying to something doesn't show by default.
People can still find it on your replies tab though!
