Would a high priority interrupt interrupt another high priority interrupt?
I believe the answer is... nothing.


  When an interrupt is responded to, the global interrupt
  enable bit is cleared to disable further interrupts. If the
  IPEN bit is cleared, this is the GIE bit. If interrupt priority
  levels are used, this will be either the GIEH or GIEL bit.


When an interrupt occurs, the respected GIE bit is cleared. 


  The interrupt
  flag bits must be cleared in software before re-enabling
  interrupts to avoid recursive interrupts.
  The “return from interrupt” instruction, RETFIE, exits
  the interrupt routine and sets the GIE bit (GIEH or GIEL
  if priority levels are used) which re-enables interrupts.


You have to clear the peripheral interrupt and upon your exit from your ISR, it will set the respected GIE bit.

If you look at Figure 9-1, it shows the logic behind it all.


When your interrupt occurs, GIE is cleared, and so that OR gate wont be true and will not trigger a jump to your high priority interrupt vector.

What would most likely happen is when you exit your ISR, you would jump back into service a different interrupt.