Xdebug does not have settings for this, but it is something the IDE
(Sublime) can set while communicating with Xdebug. The protocol allows for
fetching of deeper elements through the property_get and property_value
commands in the DBGp protocol: http://www.xdebug.org/docs-dbgp.php#properties-variables-and-values
and it is also possible to set the default depth level through the protocol
too (with the max_depth feature: http://www.xdebug.org/docs-dbgp.php#feature-names).
It is possible that there is an option in Sublime that allows
you change the default values for this as well, but not having Sublime
installed I can not confirm this.