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You want to find replies of specific author ?
* author:sanjeevm type:comment this would give you all comments made by sanjeevm with any character *. If you change * to some word then you get replies with that specific word.

I want to find out only author replies made to me. How can I do that ? Do we have documentation around these ?

Finding replies to your content is supported by chain. https://ecency.com/@sanjeevm/replies would give you all replies. Finding content from comments/replies above should work, we can of course consider adding filtering with parent_author as well. Like * parent_author:sanjeevm type:comment, but what would be use case of this feature? Our team is working on improving our search page on ecency.com powered by hivesearcher.com so everyone can see what are the possibilities. Stay tuned. Feel free to support this proposal so we can continue to improve and add new features, indexes for finding content of all types.
Current documentation is here: https://hivesearcher.com/api-docs