Resolution:
Using message priority together with either GMD or load balancing (LB) in the same application is something which must be done very cautiously and we typically advise against it if it can be avoided.

The main issue when using message priority and GMD together deals with the possibility of messages being processed out of order.  The clients which receive the GMD message keep a file known as the high sequence number (HSN) file.  In the HSN file the client tracks the highest message sequence number it has received from each publisher, on each subject.  This allows the client to discard duplicate messages in a situation where messages get resent (such as following a GMD failure).  If, because of priority, message number 10 gets processed and acknowledged before messages 1 through 9, and  there is some failure, followed by the messages being resent, the client would compare the sequence numbers 1 through 9 with its current HSN of 10 and would discard all of the messages.  To avoid this there are several simple rules that you must follow:
1)  Message priority can be used in any way you choose for messages which are NOT sent with GMD.
2)  All GMD messages published by a given publisher MUST have the same priority.
3)  It is OK to use different priorities for GMD messages published by different clients.