If not, is this planned for the future? Or may there be an inefficient possibility to implement this with subdomains and several spaces of different polynomial degree?
There is no internal support for p-refinement with dolfin nor dolfinx. It would be a great contribution if you started a project which implements it though. It’s particularly challenging for conforming elements because there are many techniques which could be used. Discontinuous elements would likely be the easiest to start with.
h-refinement is provided most robustly by your mesh generator of choice, or dolfinx::refinement.