I just learned that Shield allows you to run custom scriplets!

So if you save this as a custom scriptlet at brave://settings/shields/filters:

window.addEventListener('DOMContentLoaded', () => {
    function removeCollapsedComments() {
        document.querySelectorAll('div[class*="comment_collapsed"]')
            .forEach(node => {
                if (node.textContent.startsWith("reply from someone you muted")) node.remove()
            }
        )
    }

    // Run on initial page load
    removeCollapsedComments();

    // Watch for dynamically loaded content
    const observer = new MutationObserver(removeCollapsedComments);
    observer.observe(document.body, { childList: true, subtree: true });    
})

and then save this custom filter:

stacker.news##+js(user-stackernews.js)

it also works!