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.
I made a vow "If the Israeli troops retreated out of Gaza strip I will buy a cake from a certain bakery" and it happened. Am I obliged to buy from the same bakery?
You are obliged to buy from the same bakery. And Allah Knows Best.
Is it permissible for a girl to wear colored contact lenses?
All Perfect Praise is due to Allah, The Lord of The Worlds.
Wearing colored contact lenses for medical treatment is permissible, and wearing them as an adornment is also permissible, provided that she isn`t seen while having them on by non-Mahrams. And Alalh Knows Best.
Is it permissible for a wife to refuse to go to bed with her husband (for sexual intercourse)?
It isn`t permissible for her to do so unless for a sound reason.