Discovered while testing MDL-43092, see comments there.

Some themes such as afterburner, overlay, anomaly and maybe some others have z-index of custom menu elements higher than filepicker. Also docked blocks have z-index 11000 which is above everything including filepicker and other yui modal windows.
PLEASE TEST ALL THEMES

Docks overlapping is present in all supported versions (2.4 and above).

Custom menu overlapping is present in 2.6&master
(In 2.4-2.5 the filepicker has z-index 7500)

But still Overlay (2.4-master) has z-index of the header set to 99999 which appears above all modal windows.

Particularly in afterburner it was once fixed by the rule

.yui-skin-sam .yui-panel-container {

z-index: 999999!important;

}

which no longer applies after upgrade to YIU3 (this rule was removed in 2.6&master in MDL-43092 as making no sense)