I played my priest for a fair bit yesterday and today. I finished the second-last chapter of the Maldraxxus campaign. It's a pretty good campaign, and seems far more focused on the main story of Shadowlands.
I also did a Layer 4 of Torghast with a beast companion, mostly to finish one of the daily callings. The beast companion worked pretty well. It could taunt and hold aggro, which made it a little easier to play a Shadow Priest. I rather wish this wasn't a temporary event, but a full-time one. Though really, I could always go with a group if I really needed to.
I think I'm going to stop at Layer 4 with my priest. It's easy enough, and you get the lion's share of Soul Ash. Given that I haven't even made one legendary for the priest, I'm not really worried about it. Right now my goals for the priest are to finish the covenant campaign and get enough anima to fully upgrade the covenant set.
I also started my Horde Warrior. This time I went for Threads of Fate, and started with Revendreth. Revendreth gives warriors an improved Execute, and honestly, I don't see how any of the other covenants can compete with that. Threads of Fate itself is interesting. It feels very much like Adventure Mode from Diablo 3. About the only complaint I have is that some of the area quests where you fill a bar are a bit too long. I was killing things, looked at my bar, and was a bit shocked to see that I was only at 40%.