Clarify conversation-context delta count labels

## Problem

After conversation-history delta filtering, prompt section headers retain the existing `(N of M messages)` shape. `N` is now the number of newly delivered delta messages while `M` is the fetched history total. That is technically derivable but ambiguous: readers can mistake the label for truncation rather than already-delivered history.

## Proposed direction

Make the header explicitly describe delta semantics, for example:

`[Thread Context (2 new of 12 fetched messages)]`

Empty deltas should continue to omit the section and use the `[Context]` hint to say earlier history was already delivered and how to re-read it.

## Acceptance criteria

- Thread and DM labels clearly distinguish delta count from fetched total.
- Truncation remains visible.
- Formatter tests cover full context, partial delta, empty delta, and truncated history.

Related: #3242.

Start by locating the formatter that produces thread and DM prompt section headers and its existing formatter tests. Compare full context, partial delta, empty delta, and truncated-history behavior. Done means both labels clearly distinguish new messages from fetched totals, truncation remains visible, and empty deltas still omit the section while preserving the [Context] hint.

Written by the indexing model from the issue text.