In-Reply-To should contain a Call-ID not a caller ID. They are very different.
The following would make a bit more sense, but still not a lot:
<action application="set" data="sip_rh_In-Reply-To=${sip_call_id}"/>
Using In-Reply-To in a response doesn't seem right to me. I would expect it to appear in an INVITE. For for example, you get a missed call and you call the person back, then the INVITE for the callback would have a new Call-ID but the original Call-ID in the In-Reply-To header. That said, I have no idea what your ITSPs intended use for the header is.