Source?
Many times I've seen a comment that's dead for unknown reasons, then realized all that user's comments are dead. Then tracing back in their history to the point that started (I'm curious!), inevitably there's dang explaining patiently to them why they've been banned (and usually doesn't sound like a first warning, but the last of many) and what to do about it. I've never seen a user's comment history just mysteriously turn dead at some point for no reason. (A couple of times I've seen every comment of a user is dead for no apparent reason, I figure it's from being a sock puppet or something.) So that makes me think shadow banning is not used.
There are subterranean dwellers who comment dead comments for years, apparently not knowing no-one can read them, but trace back their history - and they know very well they're blocked, and usually have a conspiracy theory to explain why. Maybe people see those comments and assume they're shadow banned. Because who would spend years writing dead comments on HN?!