The layering system works exactly like in PNGTuber+ and Live2D, more towards the Live2D implementation since it is more accurate to what is actually happening in your model. Keep in mind this is NOT a Drawing Software.
You can unclip by dragging the layer on on another or on the "Model" on the top most part of the layers tree, BUT this was something not everyone caught on easily and a new more obvious unclip button is coming the next update. I have zero clue what you mean in the Z-index part. If all Z-orders are on zero, the order will react by the child's order in the tree, modifying the Z-order in the properties is a modifier, it will ignore the actual position of the child on the layers tree. Please, despite this software being originally a PNGTuber+ fork. A lot has changed along the way and I rather you treat it as its own thing. Not for me, but for your sake. The only things this software still share with PNGTuber+ at this point are the x-y freq and amp. Everything else was changed completely.
I am really sorry you are having issues with the software. One of the reasons why the next update (Aka V1.4 at the time of writing this) is taking so long isn't because of life reasons only, but because I want to try improving it as much as I could. However, you should still understand that something like the layers tree ordering (being bottom to top) wasn't a mistake nor badly implemented. This is what software like this, Live2D, game engines, etc.. use as standard
Otherwise, yes. The software does have its issues and I am still really embarrassed that I even released V1.3.5 in this state.


So the help you are looking for are :
- Drag the sprite you want to unclip on the top most "Model" tree layers root.
- Z-ordering is a modifier, if you want more "natrual" Z-ordering, don't use it; keep it at 0 and just mess with the layers order in the tree.
Also, side-note, the PNGTuber+ import will get a complete update. Not too sure if I will be able to finish it when V1.4 releases, there is a massive chance it will be disabled there until V1.4.1. Take a little breather and I am here to help at any time. No need to stress much :D