Generally this is known as rumination. I don't know if there has been a more specific name for the specific type you mention, but it has been studied somewhat:
Certain characteristics of rumination, such as compulsion to continue ruminating, occurrence of unproductive thoughts, and "why" and "what if" type questions, as well as negative emotions before and after rumination, were significantly associated with PTSD, concurrently and prospectively. These characteristics explained significantly more variance in PTSD severity than the mere presence of rumination, thereby indicating that not all ways of ruminative thinking are equally maladaptive.
A problem in this area is that there's not an agreed definition of rumination, as the intro the Wikipedia article on the topic says.
Alternatively, one can also call persistent "what if" thinking just worry. In fact there are some older papers discussing "what if" thinking under worry alone.
The worrier is likely to engage in a series of 'What if...'
self-statements. For example, 'What if I fail? My parents might shut off my funding, and I'll have to leave school. What
if I can't get a job?.., etc.' There may be some attempted solutions offered (e.g. 'I'11 plead with my folks to continue
supporting me'), but these will be followed by further 'What if... ' statements (e.g. 'What if they don't listen to me? What
if they are too angry to listen to reason?'). This kind of mental behavior may have very different consequences for the worrier
than for someone else who is anxious about some upcoming event but does not engage in worrisome activity. Data do
exist that indicate that cognitive avoidance can maintain anxiety (Borkovec, 1974) and catastrophizing self-statements can
worsen anxiety (e.g. Grayson and Borkovec, 1978), both despite repeated exposure to the feared stimulus. Although the
stated function of worry by the worrier is to attempt to anticipate and cope with an uncertain future, the actual functional
effect may be the maintenance of anxiety and its continued and frequent elicitation prior to actual outcomes.
More recent research trying to separate worry from rumination has generally proposed that time orientation (future or past) should be distinguishing factor:
Several researchers have investigated the content of worry and rumination to study the differences between both
processes. The only stable difference that has been consistently found pertains to the temporal orientation
(Papageorgiou & Wells, 1999; Watkins, 2004; Watkins, Moulds, & Mackintosh, 2005); whereas worry is
predominantly focused on the future, rumination is predominantly focused on the past.
In my opinion, it's a bit of grey area whether pondering about what someone has said in the past is entirely past-oriented or it if it may have a future-oriented component as well. E.g. you may worry that they'll do something else related to the past discussion like come back to you and continue it. Counterfactual thinking as to what they could have said (but didn't say) is ruminative if you don't really think they might come back and say (more) to you. On the other hand, if you project that they may do so (and you're anticipating responses to a future conversation), it could just as well be considered a worry.