Though most of the properties work with WindowsFormsHost, there are some limitations with z-order and transformations when used in a hybrid application. By default, the WindowsFormsHost elements are drawn on top of other WPF elements, and thus there exists no-effect of the z-order property on that.
If you want to enable z-ordering, set the IsRedirected property of the WindowsFormsHost to True, and the CompositionMode property to either CompositionMode.Full or CompositionMode.OutputOnly.
As the WinForm controls do not support proper scaling and rotating features, the WindowsFormsHost element does not scale or rotate with other WPF elements. To enable these transforming features, such as z-ordering, set the IsRedirected property to True and the CompositionMode property to either CompositionMode.Full or CompositionMode.OutputOnly.