I don't know how many level it does or does not go up :/
As I said, until that thread popped up today, I was under the clear impression that the ...page rules where the equivalent of *.page.
It might be a problem with manually setting rules (because you don't get the ...gov.uk choice, but have to make it artificially via the debug log, in which case it should at least work for
www.gov.uk but doesn't even do that).
But I was also confused why it gives you the choice for ...publishing.service.gov.uk and not ...service.gov.uk.
So instead of what I would have written yesterday, today I can only say that the ...rules include SOME amount of subdomains. (although I am clear on why ...
www.gov.uk doesn't work on servives.gov.uk.)
Problem is I would need to find a site that both wants you to create a ...toplevel.com rule AND has subdomains going deeper than one or two that this rule MIGHT apply to.
So I can't really test whether it's an issue with the rule adding or the way NS handles the domains.