Hi @Erinea Ravasio  there are no levels of Priority but you can do some other things:

• Use SLA instead and set different SLA levels depending on how valuable the client is
• Tag conversations based on the priority user has and then set Inbox views based on that so you always try to “empty” that view of conversations instead of other ones.  
• Set a specialized Team for priority users and make sure you handle those conversations first. One agent can belong to multiple teams but with this setup you’ll make sure they first do the ones with priority. 

Hope this helps…