No, Shelly devices do not support Matter over Thread, and this is not currently planned.
What Matter support is available?
All GEN4 devices, as well as selected GEN3 devices, support Matter over Wi-Fi, enabling seamless integration with major smart home platforms without additional hubs or Thread networks.
The full list of compatible devices can be found here: https://support.shelly.cloud/en/support/solutions/articles/103000060376-do-you-support-matter-