The wiki says that detected hallucinations get the lowest attack priority by the AI, but is that high enough to trigger Widow Mines?
It sure is high enough to trigger the Widow mines. But like you say, the Widow mines goes for the highest priority, which is non-hallucinated units.
Bonus info: You can attack with the Widow mine yourself. If you rather kill a Stalker, not a Zealot, simply attack click the Stalker, and the Widow mine will target the Stalker. This move can be useful for defense and for a Widow mine mine-line drop.