The problem is that even if I would let you draw to the background of the panel, you still won't be able to render inbetween the tgui objects. This means you can either draw behind the panel or in front of the panel with all objects inside the panel drawn.
You might indeed be able to get there with inheriting from Panel.
You could override the draw function to first draw the polygon and then the other objects.
But it might be even easier to just provide an alternative draw function.
I said that a function called 'draw' would give you ambigious calls, but any other name would solve this problem.
But I will look into this problem later, when I have more time.
So for now this is what you could do:
Copy both draw functions from sfml's RenderTarget to the Panel code, but give them a different name (e.g. directDraw). And then recompile tgui. Or inherit from Panel and add these functions in your own object.
But depending on your needs this still won't work. I just gave you the method to draw directly to the panel (which was your original question), but as I said in the first alinea you might not get very far with it.
So I would just suggest a different approach. Is it really necessary that it is inside a panel? Are the polygons needed? (if it would be images then you could just use Picture)
The tgui Window object, does that allow you to draw to the background of the tgui window object?
tgui::Window inherits from sf::RenderWindow, so yes you can draw anything on it.