Thanks for the answer!
It works fine - would just have to get it into an UPDATE Statement - got a very different and simpler solution though from stackexchange, which even fixes my problem when it comes to having multiple Courses with the same Priorities (for anyone interested):
update D1
set CourseDate = dateadd(day, (select isnull(sum(D2.Delay), 0)
from dbo.set_dates as D2
where D1.order_id = D2.order_id and
D1.Priority > D2.Priority), D1.st_date)
from set_dates as D1
Thanks again though and I'll mark your answer 🙂 ...