reply vs come back

reply is a noun but come back is not a noun.

Word	Noun	Adjective	Verb	Adverb
reply	Yes	No	Yes	No
come back	No	No	Yes	No

As verbs, come back is a hyponym of reply; that is, come back is a word with a more specific, narrower meaning than reply:

Other hyponyms of reply include call back, counter, field, sass, rejoin, repay, retort, return, riposte, bridle.

reply (noun)	come back (noun)
the speech act of continuing a conversational exchange
a statement (either spoken or written) that is made to reply to a question or request or criticism or accusation