In compose window, select Options>Priority>Highest

1. If you want to set the priority of the email you are composing: (In the Composition Window) Options > Priority > select the priority you want.

2. If you want to see the priority of emails in the Message List Pane, you have to use Table View instead of Cards View.

First, click "Message list display options", and then select "Table View".

Second, click "Select columns to display", and then select "Priority".

There is also no "exclamation point" or "down arrow" icon. Priority (when the display column has been enabled in Thunderbird) is displayed only as text: Lowest, Low, High, Highest. There is no text for Normal priority. There are no icons.