Hi
I cannot see your drawing on this computer but will look at it later.
A few things come to mind:

after typing the depth you want, you must press ENTER so it is set as the current depth.
you will see the display of the depth change when you have pressed enter, ie, you type
34
press enter
display changes to
34.00%

To create overlapping pockets you need to group them.
start with the smallest and deepest, create the pocket, and group the cutlines together with the outlines.
create the cutlines for the overlapping pocket, and group it and it's outlines.
and so on for all pockets, making sure than anything that gets overlapped by a later pocket is already grouped before you create the cutlines.

Grouping is the only way to prevent Sketchup doing automatic things with lines that cross other lines.

You can watch some of my videos to get some other ideas for doing multiple overlapped cuts within one file, but using multiple copies of the drawing.

 

Hiya
Had a chance to look at your file.
Instead of overlapping the pockets I did them as multiple drawings.
I have attached my drawing, plus the 2 final Gcode files. I used a 2mm bit diameter.
The 2 gcode file are the 3 patches for the left object, joined, and the 4 patches for the right object joined.
You can join them in any order you like, I would do shallow to deep.
set the material thickness according to the tag boxes before each 'Generate'.