Looks like there isn't; the subject line of a thread appears to be the only one available, and individual messages don't have their own separate subject lines. Which kinda makes sense I guess, in that a thread is (meant!) to be a discussion on one single topic, as per the overall subject line, not a collection of individual posts with their own varying subjects.
In future, we'll need to put a first bold line at the top of a post to achieve the same result.
Andre