How to set x-priority header = null while using plugin WP e-commerce?

Its looks like you are trying to set a header propery which already been used to create header.

So what I would suggest is set the property and then call the createHeader() function so now again when building header your changed property should work.

You don’t have to use filter you can use the action hook itself as the action is refernce to the gobal phpmailer

Example

add_action( 'phpmailer_init', 'update_priority_mailer' );
function update_priority_mailer( $phpmailer ) {
    $phpmailer->Priority = 5; //can be 1, 3, 5
    //now again construct the header so the change property will be used
    $phpmailer->createHeader();   
    // since $phpmailer is an reference variable everything will be updated   

}

You can also check other methods addCustomHeader()