Command/Ctrl+L is the default shortcut in Illustrator for a new layer.
Edit > Keyboard Shortcuts > Menu Commands > Other Panel And you can change it to match Photoshop's shortcut if you'd like (that's what I do).
The other way (besides the panel button) to create a new layer is via the Layers Panel Menu. There's no "new layer" item in the ...
If we're talking about state of the art solutions, I believe BGMv2 can be used for this as it doesn't seem to rely on temporal information. It's designed specifically for the task of removing static background when full background image is available. It handles hair really well compared to other popular options.
Sources, collabs, models and everything else ...
To do this you will need to:
create a camera
turn rocket layers into 3D
Once this is done, you will change the position of the rockets on the Z axis.
Note that you only need to move one of the rockets in layer Z (back and forth):