They can, but it depends a little bit on how and where you set up the Reply_Status
variable, and on what value you expect to see from the MsgBox.
Obviously Reply_Status should be determined outside the method where you have written this While loop, so that its value can be changed by another thread. Just to make sure it is best to explicitly determine it as type REPLY (also the REPLY enum should be public), so
Dim Reply_Status As REPLY
Public Reply_Status As REPLY
or something like that.
In your example code the MsgBox will return the integer value of the Reply_Status variable.