One way to do this is to sort by the priority column and save this sort as a view. Here is a explanation of how sorting works in monday. Take a look at the section “Save your sort to a new view”:
How to sort columns and items – Support (monday.com)
When sorting by a status column, items will be sorted in the order that the values occur when you edit the labels. See this article for more info on this:
The Status Column – Support (monday.com)