Hi Andres;
I was once told by PowerSoft Engineering that the maximum number of child DW Objects in any Composite or Nested parent DWO is 255. I have personally had 21 child DWO's nested to a depth of 10 levels and that worked in native PB Apps (way back when). I believe that Sybase increased that restriction to 1,024 child DWO's and a maximum nesting level to 255.
Now talking about PowerServer Web though, this would be a restriction of generated XML (for each DWO) interacting with the web browser plug-in and with AWS on the Mobile devices. To that end, the current PS documentation states .. "Nested reports longer than five pages cannot be viewed in the DataWindow of the Web application". The workaround solution in the PS documentation recommends using a PDF rendition of the Composite DW instead.
I'll pose your question over to Appeon Engineering and see what they say for PS 2018 as its now using the new Google V8 engine. I'll post back here when I know something more concrete.
Regards ... Chris