“He could have prioritized this sooner...”
And you know this, how? How much experience do you with getting legislation passed - especially with an obstructionist Congress? The wall funding is a patchwork if various sources that were pieced together by arm twisting and creative budgeting on the part of the Trump administration. And none of that would have mattered had Trump (and McConnell) not confirmed record numbers of circuit court and Supreme Court judges over the past 3 years. Without that all his efforts would have been overturned by activist judges.
Lots of stuff he has the executive power to do on his own—and hasn’t.