The only constraint imposed by the Cognitive Science major itself is the one noted above: Directed Research courses (like Directed Reading courses) can only be used to satisfy the ‘depth’ course requirements for the major, and at a maximum of 2 such courses for the major.
If you’d like to take additional courses of this type beyond the major requirements, however, you may be able to do so (and in fact many students do!). Note, however, that Yale College imposes some additional limits in this respect: You are limited to a maximum of 3 Directed Research and/or Directed Reading courses during your first 6 terms of enrollment. After that – i.e. in your Senior year – you are limited to a maximum of 2 such courses per semester. These limits may be exceeded in individual cases only be petitioning the relevant Yale College committee. If you are interested in pursuing such a petition, please talk to the DUS first.