Abstract: CO₂/N₂ mixed gas injection into deep, non-recoverable coal seams is an efficient method for carbon sequestration and recovery enhancement (GM-ECBM). Based on an improved thermos-hydro-mechanical (THM) coupling model for multicomponent gas injection and a numerical framework embedded with statistically parameterized reservoir properties, this study investigates the evolution of reservoir parameters and the characteristics of enhanced recovery and carbon storage under conventional and injection-based extraction across varying burial depths. The injection composition was optimized with the objective of maximizing methane recovery, and the concept of a critical burial depth effect was proposed based on recovery performance. Results show that under conventional production conditions, CBM recovery declines with increasing depth. Peak gas production rate, reservoir cooling amplitude, and permeability enhancement all initially increase then decrease, with maxima occurring at approximately 700 m depth. When burial depth exceeds a critical value, the beneficial effect of elevated reservoir pressure on productivity is outweighed by the combined inhibitory effects of increased temperature, geostress, and permeability reduction. Methane desorption and temperature-induced matrix shrinkage surpass fracture compression from effective stress, resulting in a net permeability increase predominantly governed by temperature. Under injection-enhanced conditions, CBM recovery rates vary minimally across high CO₂ fractions. With increasing burial depth, the trend of methane recovery with CO₂ fraction shifts from monotonically decreasing to first decreasing and then increasing. Elevated CO₂ content and prolonged production induce matrix swelling, leading to larger magnitude and extent of permeability reduction near injection wells, peaking at 800 m depth. As CO₂ fraction rises, the reservoir thermal field undergoes a distinct shift-from overall cooling to localized heating near injection wells and cooling near production wells. The magnitude of temperature variation at observation points exhibits a non-linear trend with burial depth, increasing then decreasing, with turning points migrating shallower as CO₂ fraction increases. Fluid pressure ratio in the fracture system tends to increase with burial depth, with peak response time first decreasing then increasing. Due to CO₂ displacement and competitive adsorption, methane depletion near injection wells is significantly more pronounced than near production wells. The trends of carbon storage capacity and permeability ratio with depth are closely aligned. Greater burial depth, lower injection pressure, and reduced permeability correspond to lower optimal CO₂ fractions. The cumulative methane production and enhancement ratio associated with optimal CO₂ fraction follow unimodal distributions, reaching peaks at burial depths of approximately 700 m and 900 m, respectively. The effectiveness of CO₂-ECBM is controlled by the adsorption-induced matrix swelling, as characterized by the CO₂ expansion coefficient. Considering gas injection efficiency and residual gas saturation, the study concludes that beyond 900 m depth, standalone gas injection exhibits diminished efficacy. For low-permeability reservoirs, stimulation treatments are more effective than parameter optimization in enhancing both CO₂ sequestration and CBM recovery.