It does have a priority higher than normal attacks and skills, I know that much, otherwise it'd be completely useless. Priority comes before agility, and agility is used if priority is equal. So, if a Great Godbird used something other than a priority attack (Mercurial Thrust or Double Up etcetera are priority attacks) it'll go first, regardless of agility. I know when Mercurial Thrust is used, it seems to go before Selflessness. This is either because it has a higher priority, or the same priority and whoever used it had higher agility than me. Not quite sure. I don't think many people can answer as to whether Selflessness the same priority or a lower one than Mercurial Thrust. I haven't used them enough to know.