PA-46 pilot reported the flaps did not retract during go around and aircraft was not climbing. Pilot returned to departure airport and landed.

Narrative

Flight was from ZZZ to ZZZ1 via the ZZZZZ arrival. While being vectored to the final approach course; the Controller did not turn me in on time and I had to turn back to intercept (020 heading). This put us further down the approach and we were still at 2;500 feet; I powered back and put the gear; flaps and speed brakes out to descend and slow down. The auto pilot did not capture GS after switching from heading mode to approach mode. I disconnected autopilot to hand fly the approach. we broke out at around 1;200 feet. We were very high and had a 20 knot tail wind and only 4;000 feet of runway. I continued the approach and when I arrived at my go around point I powered up for the go around. I selected gear up and flaps up and started a slow climb. I noticed the airspeed indicator was indicating only 95 knots at TOGA power setting and the aircraft did not climb. I confirmed gear up but found that the flaps were still full down with the selector all the way up. I was 1/2 mile or so upwind and decided to [request priority handling] and circle back to Runway XX. I did not want to enter the clouds with the flaps full. I did a normal pattern and landed without incident. Resetting the flap warning circuit breaker did allow me to retract the flaps after the incident. Like most incidents or accidents; it is a chain of events at fault. We started the approach high; had to intercept twice; the auto pilot did not engage properly; we had a tailwind (no approach available from the north and no circling approach available). These factors lead to the go around. This exposed the issue of the flaps not retracting and created a hazardous situation. I cycled the flaps on the preflight and they operated with no issues. Flying into the clouds with stuck flaps is dangerous and I decided to [request priority] to avoid any more potential hazards.