Donald, thanks very much for disagreeing so strongly with me. You forced me to reconsider what I thought I believed.
I've done the arithmetic, using magic formulas lifted from
http://www.dofmaster.com/dofjs.html . First off, my Excel spreadsheet doesn't give exactly the same answers their java machine does. I've checked, can't find what I'm doing wrong. In any case, the answers I get are close to theirs, but not exactly the same. And they're very interesting.
It turns out that you're right when the shorter lens' focused distance is around half its hyperfocal distance (depends on focal length, relative aperture, desired circle of confusion) and the longer lens' focused distance is well inside its hyperfocal distance, both lenses set up to capture the same scene. In this case the the shorter lens will indeed give more DOF than the longer one.
It turns out that I'm right when both lenses are focused at much less than half their hyperfocal distances and capture the same scene; then they give very nearly the same DOF. Yes, the shorter lens gives more, but not a lot more. For example, at f/22, CoC = 0.03 mm, a 300 mm lens focused at 30m gives DOF of 13.7m and a 600 mm lens focused at 60m gives DOF of 13.2m. I'm not sure 50 cm is a big deal in that situation.
None of this has to do with format. Its all about focal length.
As for use of long lenses for closeup work there are process lenses made for use at 1:1 at least as long as 2.5m. They can be used as high as 3:1. My tiny little cameras can't handle one of those monsters, and neither can yours.
The longest macro lenses sold for general photographic use are arond 200 mm, and most, if not all, have maximum recommended magnification of 1:1. The major exceptions are ~ 100 mm Luminar, Photar, Neupolar, all of which will go to around 8:1 with good image quality. There's close, and then there's really close. My tiny little cameras won't reach 8:1 with my 100 Neupolar, and neither will yours. There are limits, alas.
Cheers,
Dan