From what I've seen keeping both crayfish and fish, depth isn't nearly as important as water quality and oxygen.
Most freshwater crayfish are comfortable in relatively shallow water as long as they have places to hide, like rocks, PVC tubes, or driftwood. They don't need deep water, but they do appreciate a stable environment with clean water.
As for oxygen, an air pump isn't always required if your filter creates good surface movement and the tank is well-maintained. That said, extra aeration is never a bad thing, especially in warmer weather when oxygen levels naturally drop. Crayfish are pretty hardy, but they'll do much better with good circulation than in stagnant water.
I'd focus more on hiding spots, stable water parameters, and decent filtration than on trying to make the tank deeper. Those things usually have a much bigger impact on keeping them healthy.