Aes Sedai vs Dreadlords

The issue of whether or not a gateway can be used as a weapon raises a question, does the order or some other factor effect the importance of any oath over the other?

No, we witness that conflicting oaths lock into each other in PoD when Pevara commands the White to admit the story about the Red Ajah setting Logain up to be a lie. Bound against speaking the truth, Zerah could not say that because she believed that story to be the truth, but similarily bound to do precisely what Pevara said, Zerah was forced to try and say that it indeed was a lie. The result was Zerah choked and fell on the ground under the force of the conflictions of the two geas. She most probably would have died from it had Pevara not rescinded her order.

So they could make a steak knife with the One Power?

Indeed, you see Siuan create a sword, then a paring knife, in the Great Hunt. Had she tried to use it, however, she would have lost the weave--perhaps even have lost the power altogether. But yes, she could create a knife provided the purpose was other than to attack someone with it.