Is it permissible to swear by (Allah "The Living")?
Yes, it is permissible because "The Living" is one of Allah`s Attributes.
Was Prophet Jesus (Peace be upon him) baptized?
It is established that Prophet Jesus (peace be upon him) was circumcised on the eighth day after his birth, as was the case with all children of the Children of Israel. 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 for a praying person to make supplication in each Sajdah (a prostration) of obligatory prayer?
It is permissible for a praying person, whether praying individually, or in congregation, to make supplication during Sujood (prostration) in obligatory, or voluntary prayers. However, it is disliked for the Imam to do so since he is required to spare the prayer performers any sort of hardship, unless he is leading a certain group who don`t mind him extending the prayer.