Which is better, to pray at a prayer place (Musala) whereas many people pray in it, or at a near by mosque in which a few people perform prayer?
Praying at the mosque that has a bigger number is better so long as the number of praying people at the other mosque permits performing prayers in congregation. And Allah Knows Best.
How are those killed in wars punished with the torment of the grave if they are not buried?
The torment of the grave refers to the suffering that the deceased experiences between the day of their death and the Day of Resurrection, which is called the Barzakh period. Similarly, it includes the blessings of the grave, whether the deceased is buried or not. And Allah The Almighty Knows Best
Do certain vaginal discharges and incontinence of urine nullify ablution, and should underwear be changed?
A person afflicted with constant impurity due to urinary incontinence and vaginal discharges is obliged to make ablution for every obligatory prayer when its time is due, and after removing Najaasah (impurity), and wearing a clean diaper. He/she is obliged to pray immediately even if the impurity is being released, and he/she is obliged to remake ablution, and the aforementioned for every obligatory prayer.
Is a Muslim is Permitted to Pray Wearing Shoes?
All perfect praise be to Allah The Lord of The Worlds, and may His peace and blessings be upon our Prophet Muhammad and upon all of his family and companions There is no harm for a Muslim to pray wearing shoes or slippers so long as they are pure, since a man asked Anas Ibn Malik: "Did the Prophet (PBUH) use to offer the prayers with his shoes on?" He said: "Yes." Moreover, Ibn Rajab (May Allah have mercy on his soul) said: "Performing prayer wearing slippers/shoes is permissible according the majority of the Muslim scholars." [Fatih Al-Bary,vol.2/pp.274]. And Allah Knows Best.