What is the authenticity of the supplication: "O Allah, bring it upon us with blessings and faith, safety and Islam, and success in what You love and are pleased with. My Lord and your Lord is Allah"?
On the authority of Talhah Ibn Ubayd Allah (may Allah be pleased with him) who reported that the Prophet (PBUH) would say when he saw the crescent moon: "O Allah, let this moon appear over us with blessings and faith, safety and Islam. My Lord and your Lord is Allah."
This was narrated by Tirmidhi (Hadith no. 3451), who said: "It is a Hasan (good) Hadith."
And Allah The Almighty Knows Best.
Is it permissible to have sexual intercourse with pregnant wife?
All perfect praise be to Allah, the Lord of the worlds. I testify that there is none worthy of worship except Allah and that Muhammad, sallallahu ‘alayhi wa sallam, is His slave and Messenger.
There is no sin in having sex with one`s pregnant wife as long as there is no medical condition preventing her from that. And Allah The Almighty Knows Best.
Is it permissible to swear by (Allah "The Living")?
Yes, it is permissible because "The Living" is one of Allah`s Attributes.
Is prayer mandatory on a dying person who goes through a state of unconsciousness, then wakes up?
If he wakes up and was conscious, then he should pray the way/manner he could, but if he wasn't, then he is exempted from obligatory prayer as Allah Says in this regard (What means): "On no soul doth God Place a burden greater than it can bear." [Al-Baqarah/286].