I will try to read about it and understand better how it works.
It basically means you included DT1, but not DT2. In
your Personal Trust depth list, it means the 559 users on Depth 2 weren't included. Even though you probably won't recognize most of them, the changes are significant.
I think "depth 1" should only be used if you have a very long
custom Trust list
on your own. You may even go to "depth 0" (although I don't recommend that): it would mean you only see the feedback from users you've included by yourself, and
ignoreoignore the Trust lists from the users on your own Trust list.