Yes, it could either be that particular tweet is not part of a conversation (i.e No one replied to it or the tweet itself isn't a reply) or it maybe part of a conversation but the other person has protected their tweets.
EDIT
Protecting your Tweets
To protect your tweets Log in to Twitter and navigate to your Settings. Then scroll down and tick the check box Protect my tweets
Your tweets with hashtags thus far have all also contained links. They aren't showing up due to the omission/filtering out of tweets containing links/urls from Twitter discussions or in Twitter's search. Though this is not an 'official' rule, it seems to be a well documented problem (See Search not returning tweets with a URL)
Our search service is not meant to be an exhaustive archive of public
tweets and not all tweets are indexed or returned. Some results are
refined to better combat spam and increase relevance.
Best Answer
Under your profile look for "drafts"
It happens to me most of the time when I use the android app :
the send process fails and closes the tweet
and then I find my tweet in the drafts