How do I prioritize material deliveries?

Your response in the comments suggested the source of the issue:

Did you actually prioritize the jobs in the priorities menu, or did you only change the 0-9 slider on the object? These are two separate settings

I only prioritized the 9 on the build slider.

The 0-9 sub-priorities only change priority within the same job. For example, if your dupe decides "I'm going to build something", he'll look at the 0-9 slider of the blueprints and pick the one with the highest sub-priority.

However, this doesn't prioritize different jobs. That is done via the priority panel (accessed with the J key). In this screen, you can decide every dupe's job priorities ("should I build first and clean second, or the other way around?").

It is only when a dupe has decided which job to do from the priority panel, that they then evaluate which sub-priorirty takes precedence.

More info in the wiki here.

I won't go into the details of job prioritization logic, the wiki is much better for this level of detail.