Yes, but that's the opposite of what I'm trying to do
I'll try to explain myself better..
Imagine a picture frame (the HUD) and the picture inside that frame (the game) Kind of like what's on the left side of this example:
If I just make a new layer and put the HUD on it like you said, I would end up with what's on the right side of the example. That's not what I'm going for.
I'm trying to do what's on the picture to the left. In MMF I would use sub-applications to do this. You make the HUD one application, which is a bit bigger than the game application, and then you run both at the same time - the game app inside of the HUD app. This keeps them entirely separated. Thing is, as far as I'm aware sub-apps don't exist in Construct, so I'm stumped.