You can change filter labels on the collection page of your Shopify store using Shopify Search & Discovery app.
If you did not install it, you can install this free app from here: Shopify Search & Discovery app.
How to do?
Go to your Shopify store admin > Apps, and click on Search & Discovery app.
In Feature overview, click Customize filters.
Click on the text you want to change.
Edit text in Label field and then click Save button.
You are done!