Change comment_reply_link URL

The following gets called by WordPress while getting the reply link.

apply_filters( 'comment_reply_link', $before . $link . $after, $args, $comment, $post );

Use a custom filter to provide your own link. I don’t believe there is a direct way of altering just the URL, you have to inject the url into an html string yourself.

add_filter( 'comment_reply_link', 'my_custom_callback_function', 10, 4 );
function my_custom_callback_function($link_html, $args, $comment, $post) {
    // Return an html string here
}