Trunking system scanning is a whole different creature than conventional Priority. It is also set differently.
When editing the Favorites List, in the System section, look at the right pane. You will see an Options tab. At the bottom there is Priority ID Scan. Set that to On.
Next, go to the Departments and mark those channels (talkgroups) that you want to be Priority. Then, write the changed programming to the scanner.
Here is the predicament, which the Uniden Representative has indicated a desire to pursue changing: Trunked System Priority is not true priority scanning. It will NOT interrupt an on-going non-priority transmission to check for activity on a priority talkgroup. Conventional priority does that pre-emption but not trunking.
Hopefully Joe Bearcat can help get this improved. I suspect most scanner users would be elated if he could.