You need to append an
X-Priority:
header to your e-mail. Some versions of mailx support the -a option, which allows you to append a custom header string.
Some versions of mailx use -a for another purpose. For example, Computer Hope's command reference for mailx lists -a as the file append option. So check your man page with
man mailx
to find out if your version of mailx supports appending headers with -a.
If it does, you can use the option
-a "X-Priority:1"
If not, you can try using sendmail instead of mailx. More info in this thread
https://stackoverflow.com/a/24011131