Should judges sue in the same courts that they preside over? Yes. Judges are Kenyan citizens. They have rights under the Constitution and the law both as judges and as citizens. They have the right to protect their rights. They have the right to run to court if their rights are violated or threatened with violation. They have the right to run to court for an interpretation of a provision of the Constitution and the law affecting them. Just like every other person.
The US Supreme Court in Marbury vs Madison restated one of the most fundamental principles of any social and legal system. No one is above the law; and, every person has the right to protect their rights through the courts of law.