No, it was moved to the appropriate forum. I've experienced a similar behaviour/ problem, so I'm interested in the solution, too.

you use transparence...
Your bullethole is not square, it is round
so your border is transparent and you get problems with z-order...

try to use the material, only for testing
i know this problem...

That isn't a transparency! That is alpha channel I've made in photoshop! Or am I missing something? What about models? Are they transparent as well?

if entity has an alpha channel - it's considered transparent and is rendered after all opaque entities, besides it's depth-sorting is not pixel accurate. if your sprites have equal distance from the viewport - you'll experience 'z-fighting', which is noticeable on your screenshots. try assigning alphacheck material to them.

And what's the reason for the following problem 3run has already posted above?

that could also be an alpha-sort problem...
i know this problem from 32bit alpha channel textures with terrains

i saw this, but i cannot neither confirm nor comment this. the statement that it appeared only in A8 makes me think this one is a bug, while other images show a common effect, that can be noticed even in commercial products.

z-fighting, that caused by zbuffer inaccuracy, that caused by his change to camera.clip_far = 2000

@3run: try to remove those line that change the camera.clip_...

Reducing the clip_far to 2000 should increase the accuracy, right?

Ok, I see:
"camera.clip_near = 0;"
0 is an invalid value, because that would mean a divison by zero. Keep the value above 0 (or >= 1 as the manual suggests).

OK, I've set "camera.clip_nera = 1;" but this problems still appear.
Shadow969@ only decal sprite has alpha channel, pistol's model doesn't have one, so it isn't transparent, or am I wrong?
I'll try to apply material from Wiki, let's see how it'll go. I've mentioned this problem a long time ago, it was just ignored.