Low sun angles are usually no problem, some of my renders have sun at or even slightly below the horizon.
This is so dark that there's barely any light to bounce around I'd say.
The trees are near black and foreground atmosphere density is low, so speaking of "shadow depth" in this respect, there is none.
If you mean detail underneath and in the trees, that's really dependent on the amount of light initially pumped into the scene vs the albedo/brightness of the surface.
Light interaction with surfaces is multiplicative, so too dark surfaces will quickly quench out all the light present in your scene.
This holds true for both standard render and path tracing, the same general principles apply.
Atmosphere looks quite tweaked too, how does it look with default atmosphere?
