Can I put an indicator or a drawing behind the candles?

Volume profile indicators have a Behind candles setting. Drawings always stay above the candles; Bring to front and Send to back order drawings against each other.

For volume profiles, yes. The volume profile indicators have a Behind candles setting in their settings dialog: it draws the profile bars under the candles, and their lines and labels stay on top.

Drawings stay above the candles. You can still order drawings against each other: select the drawing, open More options on its quick bar, and choose Bring to front or Send to back.

In your own wrun indicators, heatmap plots draw behind the candles, as in the Book heat cookbook script.