'Await reply' is short term, 'Set follow up' is longer term.
Await reply will keep the request open whilst the await reply period is active, it will then either auto-complete after the specified wait time if the patient does not respond, or return it to the assignee if that's what was selected as the await reply condition. The patient responding to the request within the specified time frame will also return the request to the current assignee. You can choose whether or not you 'inform the patient that the request has been set to waiting'.
Set follow up is added to an already completed request, for example if you want to check in with the patient in two weeks time to see how they're getting on, but don't wish to leave the request open for that long. You choose a future date and time for the follow up to appear and you also add an 'await reply' criteria, again either returning the request to the assignee after the allotted time has passed/the patient responds in time, or it automatically completes if the patient does not respond. It will enter the system workflow under the 'waiting' (hourglass) filter on the specified date and time and will be clearly marked as a [follow up] in the provider request list. The patient will also get an email to notify them of the follow up and will have a brand new request thread on their login with the follow up message within it.