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 Iddah (waiting period) incumbent on an old woman whose husband had died?
Upon the death of the husband, Iddah is incumbent on the wife regardless of their age. And Allah Knows Best.
Is it incumbent on the fiancée to obey her fiancé?
When the woman settles in her husband`s house, it is incumbent on him to provide for her and it is incumbent on her to obey him. Before that, and if the marriage contract had been concluded, then she is lawfully his wife and thus she should abide by custom in treating him, but if the marriage contract hadn`t been concluded, then she should treat him as a non-Mahram (Marriageable).
Is the father a Mahram (Non-marriageable) to his son`s mother-in-law?
The father is a non-Mahram (Marriageable) to his son`s mother-in-law, so it is impermissible for them to look at each other, or to have a seclusion (Khalwah).