The phrase is a "take-off" Definition: (1) (2) or copy of a famous phrase:
Chapter 1.
Down the Rabbit Hole
--- Lewis Carroll, Alice's Adventures in Wonderland (also called Alice in Wonderland) (3) (4)
To "head down the rabbit hole," or "head down a rat's hole", simply means to go into it and downwards. (See definition)
The meaning of "go down the rabbit hole" is:
To enter into a situation or begin a process or journey that is particularly strange, problematic, difficult, complex, or chaotic, especially one that becomes increasingly so as it develops or unfolds. (An allusion to Alice's Adventures in Wonderland by Lewis Carroll.)
-- Farlex Dictionary of Idioms; Free Dictionary
or:
used for referring to a situation that is strange, confusing, or illogical, and often hard to escape from
Quoting from the people themselves is the easiest way of showing just how far down the rabbit hole we are going here.
Professor John Kennedy invites us to jump down the rabbit hole and imagine a world where U.S. Supreme Court justices are elected democratically.
Word story: From Alice’s Adventures in Wonderland, a famous children’s story by Lewis Carroll in which a girl called Alice falls down a rabbit hole into a strange dreamlike world.
--- Macmillan Dictionary