You can sort your OKRs in order of your priority in Objective Explorer.
This refers to the order in which the OKRs are arranged i.e. their order in the Entity(Organisation/Team/Individual) OKR view. For example: If you have OKRs arranged in a certain manner on your page and want to see the same priority order in Objective Explorer, you can use this option.
If you're looking to change the order of OKRs based on your priority, you can take a look at Reordering OKRs.