ZOrder doesn't exist for DynamicSprites, but here me out...
I'm using the SpeechBubble module, and want to alter it so that a speech bubble appears above the Inventory GUI (ZOrder=2) when it appears. This way, speechbubbles are not covered up by the GUI, which has a solid background.
However, I don't know how I can do this?
ZOrder doesn't exist for DynamicSprites, but that's because you need to assign the sprite to an entity such as an object, a character, an overlay or even an element of a GUI, where the sprite's order follows that entity.
So, you may try to make a GUI of high order with a single sprite on it, which could be changed in game to whatever dynamic sprite you're like to display and cover up the other GUIs.
To put SpeechBubbles above other GUIs, the module has to be set up to use a GUI instead of an overlay. It already supports this.
Then all you need to do is give that GUI a higher z-order than the inventory's.