So, since the system just changed, I'm using some tricks to get it to play along.
If you choose UI as the event type on the UICamera, then the z position has no effect - sadly, this has the side effect that only widgets or colliders that have widgets in its sub hierarchy are sorted according to the depth, which is what the new UI type events are suppsoed to do.
If you want to do something like a big collider blocking the screen behind a popup, for instance, then you can't just have a collider on a game object anymore then. NOw you have to put a sprite on it, to make it be sortable so that you can hit that above the colliders behind it.
If you want the old way, where the touch hits the first collider it hits, then you can change it to World event type. That's how it used to be.
So, the workaround is like so:
If you want an invisible collider to stop touches to everything below something at a given depth, you have to add a collider in a relevant place and add a sprite to it to be able to set the depth and have it sorted. You can set the sprite to alpha=0 and it won't cost you draw calls - but it has to be there, or there has to be some widget under it in the hierarchy.
I don't much like that workaround, but that's what you gotta do if you want to use the UI events right now.