It depends on the context, which was unfortunately not provided. If 'reply' refers to an order, we should use 'that' or 'to'. If reply refers to a confirmation to a question, then whether would be more appropriaet.
It depends on the context. I'd say this question is problematic. The answer depends on what 'reply' means. We have not received any orders to start the movement. We have not received a confirmation as to whether we should start the movement. Badly set question, don't bother about it.