Recently we were using a nested gallery in Canvas app and displaying some data from CDS(Dataverse/ Dynamics CE).
Although connection to CDS is delegable i.e. under the hoods the connector grabs more data as it is displayed on the canvas app but that is not the case if you are using a nested gallery.
Our data set had a max of 1400 records, so for us what worked is a global setting on the app.
The setting is defaulted to 500, you can find it in the settings area of the Canvas App:
The max it can be increased to is 2000
Update of this setting helped us fetch all 1400+ records.
PS: If you have more than 2000 records, then you have to fall back on implementing pagination(Get 500 records at a time and then get the next 500 on trigger of an event.)