Still having issues? Here's three random thoughts hopefully one might help:
- Screen Space - Overlay canvasses will render in front of worldspace objects. If you want worldspace particles to render in front of an overlay canvas, I believe you will need to create a separate camera that only sees the particles (by separating layers and using the camera clear flags), and renders it on top of the previous camera.
- Material rendering queue - Higher numbers are rendered last, ensuring transparent objects are rendered on top of opaque objects. Make sure the material is queued at the Transparent level.
- Sprite sort order will apply last, and seems like you've already ruled this out. World space z should also work, but make sure you are moving it towards the camera (I usually put the camera at Z -10 in ortographic projects, so for example, putting the world space z farther in the positive axis will actually push it further away from the camera.