How do you create depth in your custom maps?
By creating a background story of your map. Its history and a reason for its existence.
Creating an environment is creating a character. Your map is your character. You are telling a story through your level. What kind of story does it tell? There needs to be a reason why your environment, your map exists.
What is your environments history? Why is your map there? What purpose does it serve?
When creating characters most screenwriters as well as actors will go through weeks of work where they come up with a background story for their characters. From birth to present day. They will know all the intimate details about their character. This creates a reason for a character to exist, to act as they would.
Think of Daniel Day Lewis in any film he does. He spends weeks if not months creating a story behind every character he plays. He knows his characters so well that he doesn't need to act. The character he created acts through him.
Your environment is the same way. Your map is the character that allows you to express yourself. Better you know your map and its story the easier it will be to creatively express it.
If you can create a story from the very beginning to the moment of when player enters your creation you create depth, atmosphere and a reason for it to exist.
Having a story will guide you to art direction for that map. It will answer a lot of questions for you without you thinking of them.
If your map's story is an abandoned asylum. Write and create of why it was abandoned. What happened? When was the asylum created? How many people did it have? Etc. Go nuts. Be creative and explore you environment.
Things like that will create depth in your map. It will have an existence as opposed to just means to an end of a map to play on. Even if no one will ever know any of these details. They will feel it when they play. It will create an emotional response from the player.
Make the player feel and experience the map by creating a background story to go along with it.
Some environments already had a rich history to them such as Stalker Shadow of Chernobyl and Assassin's Creed.
Others were created, such as Syberia, DreamFall and Fable 2.