First of all there is no way to force a sending mail server to connect first to your lower-priority server then to your higher-priority server. Setting priority is just a "recommendation" on your part. Sending mail server obtains the list of MX record and then decides where to connect. Spamming servers know that usually the lower-priority server has most security and therefore go straight for the higher-priority ones (which many admins under-maintain).
So the messages that are ending up in an inbox can be coming from both servers. You just have to look at the message headers to determine what server it was routed through.
