You can not draw shapes at a given depth. When you draw something it can only be drawn from the drawing objects depth. SO, if you want to change the depth of the rectangle you have to change the depth of the object which is drawing it.
On a side note, if this is something you think you will need to do a lot, it may be worth making a controller object that does the drawing for you, and wrap it in a script. So, instead of draw_rectangle(blahblah...) you would say draw_rectangle_depth(blahblah) and in your custom draw_rectangle_depth() script you would have it just create an instance at the depth you want to draw.