This is a bit complicated, but definitely possible.
Union MDX , Tuples, . , ALLMEMBERS [All] . Caption, Value Level, .
:
WITH
MEMBER [Measures].[ParameterCaption] AS
IIF([Main_Incidents].[Priority].CurrentMember.Level.Ordinal = 0, [Main_Incidents].[usr_directorate].CurrentMember.Member_Caption, [Main_Incidents].[Priority].CurrentMember.Member_Caption)
MEMBER [Measures].[ParameterValue] AS
IIF([Main_Incidents].[Priority].CurrentMember.Level.Ordinal = 0, [Main_Incidents].[usr_directorate].CurrentMember.UniqueName, [Main_Incidents].[Priority].CurrentMember.UniqueName)
MEMBER [Measures].[ParameterLevel] AS
IIF([Main_Incidents].[Priority].CurrentMember.Level.Ordinal = 0, [Main_Incidents].[usr_directorate].CurrentMember.Level.Ordinal , [Main_Incidents].[Priority].CurrentMember.Level.Ordinal)
SELECT
{
[Measures].[ParameterCaption]
,[Measures].[
,[Measures].[%SLA]
} ON COLUMNS
,{
[Main_Incidents].[Priority].ALLMEMBERS * [Main_Incidents].[usr_directorate].[All],
[Main_Incidents].[Priority].[All] * [Main_Incidents].[usr_directorate].ALLMEMBERS
} ON ROWS
FROM [Model];