Embedded Engineer supports shallow and deep history.
Create shallow/deep histroy
The fastest way to create a shallow or deep history is by using the quick link function of Enterprise Architect
To use the quick link function select the source element and use the drag/drop the arrow symbol in the right top corner to your destination target/or empty space.
When drag/dropping the quick link feature from your source element onto a composite state you then can select eather deep or shallow histroy.