Josemaria Escriva was the founder of Opus Dei, a devout Catholic organization that is the prelature of the Vatican. It is unlikely that he has any affiliation with the Priory of Sion, since the ideals of each are opposing.
A club founded in 1956, then disasembled in the same year. It did not exist before 1956, and the whole 'Secret Society' thing was acually an elaborate hoax constructed by one of its previous members.