How deep does the depletion region in power diode penetrate the lightly doped n- layer under no bias?
It is impossible to answer your question without knowing the (relative) doping levels and the width of the N region.

Usually in power diodes the n region is lightly doped and also wide to increase the reverse breakdown voltage.

At zero bias the charges in the N and P depletion regions are be the same. So if the P+ region has 2x the doping level of the N region, the P+ depletion region will be 1/2 as wide as the N depletion region.

If the N region is wide enough to contain the complete depletion region (it does not reach the N+ part) then the relative sizes of the depletion regions will match the relative doping levels.

If the N region is not wide enough to contain the complete depletion region so part of it is inside N+ region then things get more complex.