You are experiencing a very common problem when folks try to apply a UDF (User Defined Field) from one module to the next. Only System Fields cross over all modules; UDFs apply only the module or project entities in which they are created. You can create the same field with the same menus across modules or project entities, but you cannot link them intrinsically because it simply is not designed to work that way.

Also, you may be breaking with protocol. Only requirements and defects have priorities and they must be tied to each other for optimum reportability. A test in and of itself has no inherent priority in that it merely tests to the requirements its associated with; and each requirement has its own priority. You ultimately want to be able to link a test to one or many requirements with each release that utilizes the same and new requirements.

Test Sets don't have their own priority either. But when Test Set folders are associated to its scope in the Release module, that then assigns its priority as defined by the project plan. You may be reverse engineering tests to compensate for not having a tight project plan scoped to schedule and for operating without a complete Requirements Traceability Matrix. Lacking both will really make reporting difficult.