Sonos essentially follows the last command it’s received to play audio.  So when you give an alexa voice command to play audio, it will always stop whatever it’s doing and play that audio (or it should, sounds like there might be an issue with your system)  Likewise, if you went it to the Sonos app and told it to play a different streaming service, or TV audio, it would do that, regardless of what it’s currently playing.

Perhaps the exception to this is that you can set your Arc to autoplay whenever it receives an audio signal (from no signal at all) through the HDMI cable.  It will automatically stop what it’s playing and start playing TV audio.  Note that this doesn’t mean that if you start to play something else while TV audio was playing, it will ignore your command and keep playing audio.  The trigger only happens when the TV audio signal goes from absent to present, effectively.

This sounds like it meets your need for input priority, but there seem to be other issues going on with your setup.  When you make a command to play music via Alexa, the music should play on your Arc.  Not sure what you mean by ‘Alexa audio is unheard’.  When Alexa music stops, it will not automatically revert to TV audio (although muting and unmuting TV audio can trigger the auto play).  I’m not sure if that’s happening as expected as I don’t know what “I change something on the TV side” is referring to.