Zendesk uses Urgent, High, Normal and Low as priority levels. We are looking for a match based on your source data. In the case where the priority is a number (not description) in your source data, like in Desk.com, we do the following:
When the priority is 9 or 10, we map this to Urgent
When the priority is 6, 7 or 8, we map to High
When the priority is 3, 4 or 5, we map to Normal
When the priority is 1 or 2, we map to Low
If your instance of Zendesk is configured for only two priority levels - High and Normal - we will map as follows (see the field guide here):
Urgent and High, we will map to High
Normal and Low, we will map to Normal