Hi Simon,
The REST API call you are using will be returning data in pages of 250 entries each. This is common for many Shopify API calls. You can access the other pages by following their pagination documentation here.
If you are pulling lots of data from the Shopify API, repeated calls to fetch the data may by a slow process due to rate limiting etc. If you require super fast read access to your shop data, then might I suggest installing the API Blazor app in your Shopify store. It has a 14 day free trial.
This app provides an almost identical API to the Shopify REST API (for reading data), but it is much faster (as it operates from cached data) and does not impose rate limiting.
This may even do away with your need to store your data in your own database?
Hope that is of some help.
Regards,
Wayne