Layering effects

Is there is trick on how to layer effects in Xlights?

I have a Marquee effect going on select layers, and I have a chase effect (Single String) above it on the main group (some layers inside this group are playing the Marquee).

The chase is not visible over the Marquee.

Main thing to remember is that layers render bottom to top and props/groups render top to bottom. So in layers for a model the top layer will go over the top of everything else below it. In props/groups the bottom most prop will be over the top of everything else above it.

To expand a little on what @Jase said,
There are 3 main tricks.
1. Groups/Models are rendered from top to bottom as they appear in your master view. So if you have a Group of arches, and you want to overlay something special on one arch, be sure the group is earlier / above the individual arches in the master view. See display elements window. https://manual.xlights.org/xlights/chapters/chapter-five-menus/view/windows#display-elements
2. If you want the effect from earlier models to be there and get blended with the later models, this is a sequence-level setting called "Allow Blending Between Models". If that's checked, it'll start with the effects rendered in earlier models/groups. If not checked, it'll start with black.
3. Note that I've avoided the term "layers". Layers are multiple effects on the same model. Those get rendered from bottom to top. https://manual.xlights.org/xlights/chapters/chapter-four-sequencer/layers

So the Marquee effect is on 2 groups and 1 model. The single chase effect will be applied to a another group called "All RGB" that contains all groups and models. The All RGB group must go below the Groups/models playing the Marquee?
I tried this, and the Single Strand did not play over the Marquee.

You need to turn on layer blending between models in sequence settings.