It seems to me that interpreting "the others" in the sentence
The shelf can support a heavier load compared to the others.
as referring to "the other load" requires some serious mental contortions. Problem number 1 for that theory: If the "heavier load" is being compared to "the other loads," why is it introduced as "a heavier load" instead of as, say, "the heavier load"?
The shelf can support the heavier load compared to the others.
After all, the phrase "the other loads" must account for all of the other loads under consideration besides the one in question; otherwise, you would have to refer to them as "some of the other loads" (or "some of the others"). The indefinite article doesn't make sense before "heavier load" unless it refers to an arbitrarily chosen load heavier than the heaviest one that the other shelves can support.
The problem with the original sentence, in my opinion, isn't its ambiguity but its clunkiness. We can get a much better gauge of what it says if we recast it to avoid explicitly pointing out that the word "heavier" arises in situations where something is being compared to one or more other things. We lose nothing meaningful by rephrasing the sentence as
The shelf can support a heavier load than the others.
In this version "the others" almost unmistakably refers to "the other shelves." We can make that reference even clearer by adding can at the end:
The shelf can support a heavier load than the others can.
Now we have a parallel construction that compares what "the shelf can support" to what "the others can [support]." There is no real possibility of misreading the comparison here—even though the sentence is slightly shorter than the original sentence.