Got it. The trick was that the Main Buffer has a built in DepthBuffer, and we no longer need to make a seperate one for depth sorting.
mMainBuffer = new RenderTarget2D(mDevice, size.X, size.Y, false, SurfaceFormat.Color, DepthFormat.Depth24Stencil8, 0, RenderTargetUsage.DiscardContents);
This guy fixed a lot!