Inziladun: According to the family tree in Appendix A, part III Durin's Folk, the line of Durin that Thorin was connected to originated, naturally, with Durin the Deathless. But the second individual on the family tree is Durin VI. This implies that several members of the line of Durin were skipped. As we know, the Dwarves believed that Durin would occasionally be reborn among them. So it appears that the first five incarnations of Durin had no offspring, otherwise Durin's line would have begun with them.
So while the ultimate beginning of the line of Durin was Durin the Deathless, the actual line of Durin's offspring didn't actually begin until Durin VI had children. Interestingly, because of that fact, the previous four Durins (four excludes Durin the Deathless) may have been born from unrelated families, and were not in a direct father-to-son line of parentage as we have in the family tree I've referred you to.
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