When objects are grouped you cannot change their order within group (front, back, forward one, back one, etc.). To do this you must first ungroup them.
However, if you click on object whilst holding down the [Ctrl] key, the object will be available for rearranging (or any other editing), and you can process the order you need, without ungrouping all the elements.
Note that when you hold the [Ctrl] key to perform the action, the selection handles will change from small squares (fig.1) to small circles (fig.2).

Tip provided by Silvio Gomes, CorelDRAW Master, Artist and Graphic Designer.