Found the problem. This was it.
You can't place widgets on a layer different than the UIPanel that manages them.
If you want to move widgets to a different layer, parent them to a new panel instead.
UnityEngine.Debug:LogWarning(Object, Object)
UIWidget:CheckLayer() (at Assets/Plugins/NGUI/Internal/UIWidget.cs:191)
UIWidget:CreatePanel() (at Assets/Plugins/NGUI/Internal/UIWidget.cs:176)
UIWidget:set_material(Material) (at Assets/Plugins/NGUI/Internal/UIWidget.cs:99)
UISprite:set_sprite(Sprite) (at Assets/Plugins/NGUI/UI/UISprite.cs:147)
UISprite:get_sprite() (at Assets/Plugins/NGUI/UI/UISprite.cs:129)
UISlicedSprite:UpdateUVs(Boolean) (at Assets/Plugins/NGUI/UI/UISlicedSprite.cs:72)
UISprite:OnStart() (at Assets/Plugins/NGUI/UI/UISprite.cs:284)
UIWidget:Start() (at Assets/Plugins/NGUI/Internal/UIWidget.cs:267)