www.wysiwygwebbuilder.com

I know how to change the z-index by moving objects. But I am quite sure there is a shortcut that opens a small window where you can change the z-index manually. Please tell me how to get there.

There is no option to change the z-index, other than using the arrange tools.
However, you can disable the z-index in the page properties. Then you an add the CSS manually.