I suspect you are playing as Dornish (Idk what would a Dornish Lord be doing in Vale however. Maybe some inheritence or education issue).
In AGOT mod for CK2, Dornish succession laws emulate the Dornish laws in GRRM's universe.
Dornish succession is equivalent to Absolute-Cognatic, to put things in perspective of Vanilla CK2. That means, women inherit on same grounds as men.
So since your daughter is elder than your son, She stands higher in line of succession than your son.
In the meanwhile, Iron Throne must be following either Agnatic (Male only) or Agnatic-Cognatic (Males first) succession law. Which is why your consort gets your son as heir since he comes before your daughter being a male.
To make sure your heir is your son, you will have to change your succession law to either Agnatic or Agnatic-Cognatic, which will bring your eldest son to first in line of succession to Lordship of Fingers.
To change the law, You must be:
- At Peace
- Ruling in your own right with no regent
- Holder of the target title for at least 10 years
- Popular with no vassal having a negative opinion of you
Or to save yourself the trouble, you could just give your daughter a wee shove off the tallest tower in your castle.