Thank you for passing on the link.
Looking at the video all seems to be working as expected.
z index layering is not applied in the Editor as this is showing you a complete view of what is on your Layout for design/editing purposes and not a representation of how it will play. The Preview is what will show you how your Layout will play and this is playing as it should with the layering options you have applied to your Regions.
We would also suggest to stick with lower numbers for layering; 1,2,3 as putting in a variety of higher numbers can cause Player issues.