The option set object N depthorder applies to 3D polygon objects only.
Rather than assigning the object to layer front/back/behind it is included
in the list of pm3d quadrangles sorted and rendered in order of depth by
set pm3d depthorder. As with pm3d surfaces, two-sided coloring can be
generated by specifying the object fillcolor as a linestyle. In this
case the ordering of the first three vertices in the polygon determines
the "side".
If you set this property for an object that is not a 3D polygon it probably
will not be drawn at all.