The sampling frequency represents the number of captured values (samples) in a second, in your case is 512 samples. The contained frequencies in the captured samples are not affected by the sampling frequency setting. You can use the "fft" function in Matlab to check the contained frequency range in the recorded signal.
The number of sampling points displayed is not related to the filtered bandwidth. But I suggest that the filtering ( convolutive calculation) is more favourable to longer EEG data length so that the frequency-selective feature can be designated deeper with a longer FIR filter length.