Odin's Smite card and Thor's Primacy card and Heimdall's Watch
The wording on Thor's Primacy makes it clear that it happens first, because it cancels the other cards' text before their text takes effect.

Heimdall's Watch clearly has to happen before any "normal" cards, otherwise it would be pointless. "normal" here meaning any card which doesn't specifically affect other cards.

I can see that it's not crystal clear which would take priority out of the two of these cards, but the use of the word "Primacy" meaning first or most important, and the fact that it specifically says "before" other cards, means that it takes precedence.

So it would make sense if the order of priority was:


Thor's Primacy
Heimdall's Watch
Any other card


This is backed up by this link and this link from boardgamegeek, where Thiago Aranha, apparently one of the game's producers, gives them the same priority.