We've found that custom fields have the ability to cause users more problems than they solve; however, it's a popular request, and we do have a Story in our internal Clubhouse to track requests against this feature.
What we often recommend to Organizations to show custom priorities on Stories and Epics (and how we ourselves manage this) is to use labels or, for Milestones, categories. For instance, we use severity labels to denote how urgent a reported or internally found bug is.
Although Milestone categories are used to make grouping and filtering Milestones easier, the benefit to using labels on Stories and Epics is that each label has its own page and reporting in Clubhouse. You and your team can see all Stories and Epics with that label and track progress on them as well. Clubhouse also has Quick Filters and Spaces on the Stories page, which allows you to zero in to labeled Stories fast and easily.