Transparency in 3D is extremely complicated. To get correct 3D rendering, you have to use a depth buffer, and depth buffers assume everything is opaque.
It should work providing everything is drawn in back-to-front order, so adjusting Z order may make a difference in some cases. But this is a fundamental limitation of 3D rendering. This kind of thing is really just the tip of the iceberg of the incredible complexity that you get in to if you want to make a real 3D engine, which I'm keen not to go in to - the design of 3D shape is aimed at basically a 2D shape with depth, or "2.5D" as some people call it.