Don't know of a way to do it at the Proof level, but you can consider adding a custom form to the document the proof is associated with. You can then create a Document Version report for proof owners where they can add the priority value and then use the same column to sort in the approver's report.
Another tip: If you create a new form with just the Proof Priority field and add that field as a column to the proof owner's report, they will be able to click in the report to add the value, saving them additional steps for attaching the form to the document.