Are training examples further down the list in
nlu.mdgiven more importance during training?
No, all training examples are treated the same.
In case you are up to writing some custom code, you could also write your own component, see Components. You could use the the current EntitySynonymExtractor as basis (https://github.com/RasaHQ/rasa/blob/master/rasa/nlu/extractors/entity_synonyms.py) and modify it to your needs. E.g. you could remove conflicting entries from the mapping.