The last chance is to patch the sources, modifying the Header Cooker, I already tried, but is unclear how it works and I just obtained a mess ;)
The attached patch to CookHeaders.py will do what you want. With the patch, if the list's first_strip_reply_to is No and the original post does not contain a Reply-To:, Mailman will add a Reply-To: with the address from the From: header (or the Sender: header if there is no From:).
So with the patch if you set first_strip_reply_to to No and also set reply_goes_to_list to This list, the delivered posts will have Reply-To: containing both the list address and either the From: address or the original Reply-To: address.
-- Mark Sapiro <mark@msapiro.net> The highway is for gamblers, San Francisco Bay Area, California better use your sense - B. Dylan