I think this can not be done using only array_filter function because sometimes you need to modify array elements but the array_filter function allows only to decide if the element should be excluded or not.

For example in the main array element with index 2400 should be included in the result set but it's content should be modified.

I wrote a simple function to do this, hope it might help. Well, you might use this for inspiration. And it was interesting challenge for me as well.

Below is my function with couple tests.

Copy<?php

function deepFilter(array $array)
{
    // Formally this is not need because if array is empty then $filteredArray will also be empty
    // but it simplifies the algorithm
    if (empty($array)) {
        return [];
    }

    $filteredArray = [];
    foreach ($array as $key => $value) {
        if (is_array($value) && !empty($value)) {
            $value = deepFilter($value);
        }
        if (!empty($value)) {
            $filteredArray[$key] = $value;
        }
    }

    return $filteredArray;
}

$testArray1 = [
    2400 => [
        0 => [
            'value' => 7,
            0 => 7,
        ],
        1 => [
            'value' => 61,
            0 => 61,
        ],
        2 => [
            'value' => 42,
            0 => 42,
        ],
        3 => [
            'value' => null,
            0 => null,
        ]
    ]
];

$testArray2 = [
    2400 => [
        0 => [
            'value' => 7,
            0 => 7,
        ],
        1 => [
            'value' => 61,
            0 => 61,
        ],
        2 => [
            'value' => 42,
            0 => 42,
        ],
        3 => null
    ],
    3243 => [
        0 => [
            'value' => 7,
            0 => null,
        ],
        1 => [
            'value' => null,
            0 => 61,
        ],
        2 => [
            'value' => 42,
            0 => 42,
        ],
        3 => null
    ]
];
var_export(deepFilter($testArray1));
var_export(deepFilter($testArray2));

The idea is very simple.

1. Take an array and check elements one by one.
2. If element is an array, apply the function for that element and check the result. We can remove everything from child array and in this case we should not add it to results. Else if child has something remaining after cleanup include 'cleaned child' in our result set.
3. If our element is not an array then include it only if it's not empty.

Please let me know if you find any mistakes or if it works for you or not.