It seems there is no priorities more than 5.

It is impossible to assign such priority in GUI as well as directly in XML.

There is XML configuration for Jenkins (e.g. on Linux) /var/lib/jenkins/jenkins.advancedqueue.PriorityConfiguration.xml.
However, even if I set priority more than 5 directly inside XML file, for any such priority is shows "-- use default priority --" in GUI.