The whole problem is following:
Lets say we have Items, Items can have Bids, Items can have Questions and Question can have Answer.
When an Item is displayed
// Drupal 7
// Embed node creation form on a custom page inside module.
module_load_include('inc', 'node', 'node.pages');
$form = node_add('node_machine_name');
return drupal_render($form);
Thomas's answer looks good to me: Formblocks and perhaps automatic nodetitles. I think you could expand on that with Nodereference URL Widget -- using nodereferences rather than comments, and letting that module do the work of keeping child-nodes connected to their parent.
I am reproducing the solution which worked for me on my case. it is available as an answer on Drupal.org and it may help others with the same problem I was experiencing.
The answer is available here: https://www.drupal.org/node/1336212#comment-6192404.
I am copying-pasting it below:
in your custom callback OR in a hook_form_alter, call either...
<?php
form_load_include($form_state, 'inc', 'node', 'node.pages');
?>
...OR...
<?php
form_load_include($form_state, 'inc', 'user', 'user.pages');
?>
...depending on whether the core Drupal form you're loading is a node form or a user form.