Problems with Z position - FBX in Unity 5.3.4

[marciliocb]

Hello!

I have an animation with multiple layers, of a character with arms, head, legs etc.
When playing my animation with FBX preview mode enabled, everything is perfect.

I'm struggling with a problem with Z Position after I import the FBX file in Unity. The rotation Y is 180, no problem with that.
Now the thing is the overlaying layers not keeping is order. Eyes being overlaped by the head, and stuff like that.

When I put in AnimeStudio the position Z of those elements to 0.001 instead of 0 it works. Whats the problem with Z = 0 for Unity? Do I really need to reset the position Z for all my animations? (I have like 5 a 6 characters with 6 regular actions each + some smartbones actions)

Notes:
After importing the FBX I've changed the texture shaders for SPRITES/Default