Problem with layers

Hi, In my 2d game, I have some kind of a menu at the top of the screen =>




Now, Because this menu appears in almost every screen, I decided to create a canvas for it (See picture Above) so if I'll need to change something, I won't need to change it in every single screen.
The problem is that I had to set the canvas to 5 in the "order in layer" field and now when the player sees the "Win Screen" (See picture Above), the top menu goes through it, which is not my desire.
I tried to set the "Win Screen" to a new layer with the "Tags and Layers" tab (See picture below)
but for some reason it's not working.
What am I doing wrong?

 

Order in Layer

is for sorting layers:

 

Hey, thanks for the reply.
I added a layer in "Sorting Layers" but what now?
I mean, how can I tell unity that "Win Screen" in on that layer?
Edit: ok I tried to add a "Sorting Group" component to the "Win Screen" but still not changing.