Playing an Orzhov Sacrifice deck, with the important/notable card(s) here are Zahur, Glory's Past, potentially Sephiroth, Fabled Soldier (Or One Winged Angel as he was on the board, with Emblem), and both of those being targeted by duplicated Airbending from Aang Swift Savior.

As my opponent went through their Airbending combo, with Appa, Aang, and PanHarmKatara, I was given priority at every point, including them targeting my first creature, Sephirtoh OWA, but as soon as they targeted the Zahur, Priority was not given back to me and their whole ability chain resolved, stopping me from interacting whatsoever.

I had NOT used my zahur ability that turn, as I was planning on waiting until end step or until one of my pieces was interacted with.

I'm beyond frustrated with this problem that crops up randomly in matches, where priority is failed to be given and player agency drops to Zero, usually resulting in a drastic match outcome.