Let me sum these up and provide a little more clarity since I can't comment yet.
Jira no longer shows Epics in the same manner it shows stories. In the past you could prioritize the Epic itself by moving it up and down the product backlog, or within the scrum board itself. While useful that had some problems of it's own, and in the newer versions of Jira Epics no longer function like stories and must be handled in the backlog.
Almost the same question was answered here: https://answers.atlassian.com/questions/33139464/is-there-an-easier-way-to-prioritize-epics-in-a-scrum-board-backlog-other-than-drag-and-drop-in-the-filter-pane-
The response is basically saying the only way to order the Epics is to drag and drop them in the dropdown on the left of the product backlog view (this is collapsed, look for "Versions" and "Epics" reading lengthwise to the left of your stories in the backlog, click on "Epics" to open the pane). Once you have assigned stories to Epics they will get the appropriate Epic label with an assigned color, which is visible in both the backlog view and the scrum board (Clicking on Active Sprint).
From there simply drag and drop your stories appropriately using the Epic labels as visuals. So using your example it would look more like this:
Story 22 (Epic 2 label)
Story 21 (Epic 2 label)
Story 11 (Epic 1 label)
Story 12 (Epic 1 label)
Once you have prioritized your Epics in the Backlog add the Epic swimlane to your scrum board, which will allow a better visual of work within the Epics. They will show on the board according to the priority you gave them in the backlog.
For further questions about Epics in Jira read through the help here: https://confluence.atlassian.com/agile/jira-agile-user-s-guide/working-with-epics