It is possible to change the watchdog timer interrupt priority in .cydwr window. Can you please attach the project here. I have attached the snap shot of the PSoC Creator here. Kindly drag and drop the global signal resource component and configure it as watchdog interrupt and connect ISR component at the interrupt pin. You could observe the ISR component priority changing option in .cydwr window.
Please let me know if this answers your query.
wdt interrupt priority.png 99.5 K
Thank you very much for your answer. It did work.
The problem (minor issue) now is that there is something that interrupts the WDT isr (not this isr that I intend to interrupt it), probably something from BLE operation, and it is not executed exactly at the desired interval.
But I 'll let it as it is now.