When you follow someone on Mastodon, you will see their replies in your Home timeline only if:
-They mention you
OR
-They mention someone else you follow
OR
-They are replying to themselves to build a thread
This applies to replies with public, unlisted or followers-only visibilities.
However, you can browse all their replies (including replies to people you don't follow) by going to their profile page and clicking on the "Posts & Replies" tab.