I don't know where you're getting the idea it's cheaper to shoot on film than digital, but in the vast majority of cases it's much, *much*, cheaper to shoot digitally than on film.
Film is costly for several reasons, including having a finite supply of it (when shooting a film you tend to shoot between 3-4x more footage than you end up using. On digital it's much closer to 15-20x more footage), having to scan it to work on it digitally in post production (optical effects and tints being very rare today), and increasingly in today's world, a lack of people trained to handle it.
Not to mention the fact that stock itself is very expensive, and for digital you're either shooting on magnetic media or SSD.
Finally, your assertion that "depth is a known problem with filming" is nonsense. You may be used to seeing films with a shallow field, but it's entirely possible to shoot films without any depth of field at all. There was a movment in the 1930s to this effect - some really classic films such as 'The Rules of the Game' are shot almost entirely in 'deep focus', where there effectively is no depth of field, and everything is in sharp clarity.