Difficult to tell from the video what exactly is going on here. I assume that the soldiers are billboards (not that it would matter much...)? There is a method in Object3D called setSortOffset to deal with improper sorting. However, it's not very handy for this situation, because the sort offset might change from frame to frame when the camera rotates. You can of course recompute (or reestimate) it for each frame, but that doesn't feel like a very good solution to me.
Can you provide me with a simple test case that shows this problem, so that i can be sure what exactly is causing it!?