I would like to have certain layers to be always on top of others, no matter in which order they are added to the map.
I am aware of bringToFront(), but it doe
Cannot be done for vector geometries.
zIndex is a property of HTMLElements, and vector geometries (lines and polygons) are rendered as SVG elements, or programatically as draw calls. Those two methods have no concept of zIndex, so the only thing that works is pushing elements to the top (or bottom) of the SVG group or draw sequence.
Also, remind that L.GeoJSON is just a specific type of L.LayerGroup, in your case containing instances of L.Polygon. Furthermore, if you read Leaflet's documentation about the setZIndex() method on L.LayerGroup:
Calls
setZIndexon every layer contained in this group, passing the z-index.
So, do L.Polygons have a setZIndex() method? No. So calling that in their containing group does nothing. It will have an effect on any L.GridLayers contained in that group, though.
Coming back to your problem:
I would like to have certain layers to be always on top of others, no matter in which order they are added to the map.
Looks like the thing you're looking for is map panes. Do read the map panes tutorial.