What support address are email replies sent from?
Email replies are sent from the support address they are received. If you experience delivery issues like messages going to junk or SPAM, add an SPF record that includes Zendesk to your domain (see the article: Setting up SPF to send email on behalf of your email domain).
For tickets not created via email, replies are sent from the default address set in Admin > Channels > Email. It is not possible with native functionality to set or change the reply from support email addresses.
As a workaround, the Select an Address app provides this functionality. This app uses the API tickets object to set the recipient for the ticket. The recipient is the original recipient's email address of the ticket.