You need to pin the objects together during runtime. You can either do this during the "Start of layout event".
Pin object -> (The object it should be pinned to)
Or if the object is something you create during the game, you can pin it after you have created it. Then you just add the "pin code" there instead.
You should just choose which object you want to be the controller and pin the other objects to that. In your case I would assume its the object with the 8 direction behavior.
Also if you want several objects to work as one while being on top of each other. They don't necessarily need to be on different layers. You can just change the Z-order. So if you have a tank, you just apply, a "Move to top of layer" for the turret. Otherwise you might end up with a lot of layers for no reason. Which will most likely make it very hard to keep track of things after a while.
The way I use layers are like this:
(Keep all UI and HUD objects) parallax set to 0, so it always stay on the screen, even if you scroll.
If the game requires the player to be able to build something, this layer will hold any markers that the player can use to mark things.
Could be smoke, fire etc.
4. Game top
(You could use this if your game requires units to move on different heights, for instant planes, clouds or roofs if you wanted a game where the player can see through houses if they move the mouse over them)
Hold the units that move around. And is considered ground level.
6. Game bottom / Shadows
If I want to use shadows I can put them here.
7. Map / background
Will hold the map or background of the game.