  Given a family $\mathcal{F}=\{A_1,\dots,A_s\}$ of subsets of $\mathbb{Z}_n$,
define $\Delta \mathcal{F}$ to be the multiset of all (cyclic) distances
dist$(x,y)$, where $\{x,y\} \subset A_i$, $x \neq y$, for some $i=1,\dots,s$.
Taking inspiration from a Euclidean distance problem of Erd\H{o}s, we say that
$\mathcal{F}$ is Erd\H{o}s-deep if the multiplicities of distances that occur
in $\Delta \mathcal{F}$ are precisely $1,2,\dots,k-1$ for some integer $k$. In
the case $s=1$, it is known that a modular arithmetic progression in
$\mathbb{Z}_n$ achieves this property (under mild conditions); conversely, APs
are the only such sets, except for one sporadic case when $n=6$. Here, we
consider in detail the case $s=2$. In particular, we classify Erd\H{o}s-deep
pairs $\{A_1,A_2\}$ when each $A_i$ is an arithmetic progression in
$\mathbb{Z}_n$. We also give a construction of a much wider class of
Erd\H{o}s-deep families $\{A_1,\dots,A_s\}$ when $s$ is a square integer.
