The relevance of shallow-depth quantum circuits has recently increased, mainly due to their applicability to near-term devices. In this context, one of the main goals of quantum circuit complexity is to find problems that can be solved by quantum shallow circuits but require more computational resources classically. Our first contribution in this work is to prove new separations between classical and quantum constant-depth circuits. Firstly, we show a separation between constant-depth quantum circuits with quantum advice $\mathsf{QNC}^0/\mathsf{qpoly}$, and $\mathsf{AC}^0[p]$, which is the class of classical constant-depth circuits with unbounded-fan in and $\pmod{p}$ gates. In addition, we show a separation between $\mathsf{QAC}^0$, which additionally has Toffoli gates with unbounded control, and $\mathsf{AC}^0[p]$. This establishes the first such separation for a shallow-depth quantum class that does not involve quantum fan-out gates. Secondly, we consider $\mathsf{QNC}^0$ circuits with infinite-size gate sets. We show that these circuits, along with (classical or quantum) prime modular gates, can implement threshold gates, showing that $\mathsf{QNC}^0[p]=\mathsf{QTC}^0$. Finally, we also show that in the infinite-size gateset case, these quantum circuit classes for higher-dimensional Hilbert spaces do not offer any advantage to standard qubit implementations.