Particles behind/in front of other particles

So, I’m learning how to make particles with shuriken and I’ve been having quite some progress. I tried to make an “Wind Waker-like explosion”, and for me it looks pretty good, but this is ruining it all:

Here’s my problem: in the 1st picture, the orange smoke was supposed to be BEHIND the brown smoke, and in the 2nd one, part of the brown smoke was supposed to be behind the orange one, but it’s either completly in front or completely behind, depending of the camera angle…

The explosion looks like this:


The brown smoke act like an “impact wave” so, as I said, part of it was supposed to be in front of the orange, while the rest should be behind.
I’m using the “Particles/Alpha Blended” shader for the smoke material, because it’s one of the few that shows the smoke the way it is in the image (the only other that I found was “Sprite/Default”, but the same thing happens).

So, how can I fix this?

Change particle render layer via code.