Is prayer nullified by having thoughts while performing it?
Prayer isn`t nullified by having thoughts while performing it, provided that the praying person offers all of its pillars and meets all of its conditions. However, the reward decreases significantly in the absence of reverence since a praying person is rewarded according to the attentiveness of his/her heart during prayer.
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 for a Muslim woman to leave her house adorned and without wearing her proper Islamic attire?
A Muslim woman isn't permitted to leave her house adorned and without wearing proper Islamic attire. And Allah Knows Best.
Is it permissible for the man to go out wearing shorts?
All Perfect Praise is due to Allah, The Lord of The Worlds
It is permissible so long as his Awrah (private part), which is between his navel and knee, is covered. However, the regular wear traditions and modesty are to be observed. And Allah Knows Best