Is it permissible for someone to make a supplication to Allah to marry an already married, or an engaged woman?
No, it isn`t, and the person who does so is sinful before Allah, The Almighty.
Is speaking to a person from the opposite sex forbidden or not?
All perfect praise be to Allah the Lord of the Worlds. May His peace and blessings be upon our Prophet Mohammad and upon all his family and companions.
Talking to a person from the opposite sex is forbidden in Islam because it entails a great deal of evil, which could lead to a graver sin. Moreover, Islam forbids having a friend from the opposite sex. And Allah The Almighty Knows Best.
Is it permissible for a wife`s family to demand her husband to divorce her although she doesn`t want that?
It is forbidden for them to do that in case their daughter doesn`t want divorce unless there was a sin that continues as long as the marriage survives.
Is the son of the sister by breastfeeding considered a mahram in Islam, and is it permissible for a woman to go for Hajj with him?
Everything that is prohibited by lineage is also prohibited by breastfeeding. The son of the sister by breastfeeding is considered a mahram, just like the son of the sister by blood, and it is permissible for him to be her mahram for Hajj and Umrah. And Allah Knows Best.