What do you think shadow banning is? And how do you know how little or how much spam was blocked by filters?
When I looked at feed I typically saw a few spammmers. Currently, I saw none. That's not a statistic, but it does feel a little less.
And shadow banning would be, if a commentor would see the comment, thinking everything is ok, but everyone else would not see the comment. Telling people that comments are held for moderation is the opposite of shadow banning.