wordpress threaded comments – customize nested ul / how child ul is displayd

What you need is a custom Walker. You will probably use wp_list_comments() somewhere in your comments.php template file. There you can pass a walker parameter in the argument array to tell WordPress you want to style the list on your own.

This requires you to extend the Walker class. The following resources should give you some examples.

  1. Read the codex about the Walker_Class
  2. Check the sourcecode of the base class in wp-includes/class-wp-walker.php or the extending Walker_Comment class in wp-includes/comment-template.php on line 1218.