Yes, is it shared across panels? To be more precise with the example:
I have a background and a foreground texture on one atlas and I have a character texture on another atlas. I want this character in front of the background, but behind the foreground.
This was not possible to achieve with 2.6.x afaik, so you had to separate the background and the foreground to own atlases (making it three atlases).
I'm not sure if this could also be achieved when using more UIPanels for that instead of atlases, not tried that one. But I would like to have several atlases and UIPanels and still want to share the depth sorting across these panels. So, is this possible? In the video (I saw it now twice, as I thought I had missed something) you only use one atlas, so it's clear that this will work.