Customize WooCommerce orders displayed shipping

There are mainly 2 filters to be used:

1) the filter woocommerce_order_shipping_to_display located in get_shipping_to_display() method, used by get_order_item_totals() method to display the shipping in order total rows:

add_filter( 'woocommerce_order_shipping_to_display', 'customize_order_shipping_to_display', 10, 3 );
function customize_order_shipping_to_display( $shipping, $order, $tax_display ){
    // Your code to filter displayed shipping

    return $shipping;
}

2) Or filter woocommerce_get_order_item_totals located in get_order_item_totals() method that is used to display the order total rows:

add_filter( 'woocommerce_get_order_item_totals', 'customize_order_item_totals', 10, 3 );
function customize_order_item_totals( $total_rows, $order, $tax_display ){
    // You can make changes below
    $total_rows['shipping']['label'] = __( 'Shipping:', 'woocommerce' ); // The row shipping label
    $total_rows['shipping']['value'] = $order->get_shipping_to_display( $tax_display ); // The row shipping value

    return $total_rows;
}

Code goes in functions.php file of your active child theme (or active theme).