who should I prioritize?

If you don't have Waver or Merlin i will say definitely Helena,

Medea Lily is great because she fulfills a rare role being a healer support servant and having a debuff cleansing skill, however Helena is more versatile as a support with her ability to raise np by 20% and boosting buster, quick, and arts card effectiveness. Both deserve to be leveled up at some point but I do recommend to focus on Helena for her general ability to fit in most teams as a support.

Helena for sure. As offensive support she can speed up your battles a lot. I hate Lolis but I still use her all the time because of how great her skills are.

Healing skills are wildly overrated in my opinion. 99% of the time you won't need them.