Do the Jinn have anything to do with the disappearance of objects?
Jinn are one of Allah creatures, and whosoever lost anything should look for it and never accuse niether the Jinn nor humans of stealing it. And Allah Knows Best.
Is it permissible for a woman who broke fasting due to a delivery to pay a ransom?
She should make up for the missed fasting days once she becomes ritually pure, but it is impermissible for her to pay a ransom while being able to fast.
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.
Is it permissible for a woman to leave her house wearing brightly colored clothing?
Brightly colored clothing is of woman's adornments, however; and this shouldn't be revealed save to her husband and Mahrams. And Allah Knows Best.