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 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.
Is it permissible for a young man and a young woman to enter into a covenant as a married couple without having a true seclusion (Khalwah) until their marriage contract is officially concluded?
The relation which isn`t based on a marriage contract is forbidden, and entering into a covenant as a married couple is unaccounted for and is from the evil suggestions of the devil.
A woman used contraceptive pills, and her menses exceeded (15) days, is it permissible for her to fast?
The maximum of menstrual blood is (15) days, but if it exceeded that due to a medication, or the like, then it is Istihadah (bleeding outside the monthly period), and in this case she should perform Ghusl (ritual bath), pray, and fast. Moreover, she is obliged to make up for the missed fasting days which exceeded her regular menses. And Allah Knows Best.