Try using a BMP or TGA file without alpha channel once to possibly rule out a DDS issue. If you still get it, try making a smaller, simpler test level that has the same symptoms and upload this test level somewhere so it can be tested and looked at by other users.

Since the sort order is dependent on the position of the camera from the origin (quoting from above), and that your screenshots don't show the debug panel so the positions are not known, could you post the screenshots to show the position of the camera?

"You level up the fastest and easiest if you do things at your own level and no higher or lower" - useful tip My 2D game - release on Jun 13th; My tutorials