If you put things into the group box at design time Their index will be in order placed.
You don’t need to delete them Just use the object inspector to drag them out from inside groupbox box and then return them in the order you want.
Why so complicated? Select the component which you want to move in the z order, right-click, then "Z order" and pick one of the sub-menu items ("Move to front", "Move to back", "Forward one", "Back one"). Try to remember the keyboard short-cuts - they make using this feature easier. After you selected one of these items (or pressed one of these shortcuts) the selected component moves in the object tree (above the object inspector) up or down.