Are you sure it's not a maxrows attribute in your cfquery tag or something like that?
I just wrote a quick one that returns about 1400 records and it was fine.
No, because I know of know setting that would restrict the output in the administrator.
The only possible settings that I could imagine having any affect on this are in the data source definition that controls the database driver to connect to whatever database to which you are connecting.
Is this a common database management systems or something unusual using an uncommon driver?
There are settings that sometimes affect how much data is retrieved with drivers but these normally apply to CLOB and BLOB field that are occasionally used.