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Yes asking Allah directly is absolutely fine and so is asking Allah through a prophet, prophet's relative, a wali or a shaheed.
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Do you have any authentic hadith in which the Prophet pbuh taught his companions to visit the graves of dead people and ask them to pray for them?
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They are getting us close to Allah and his Messenger(SAW), what else can there be to wish for?
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How do you know with 110% certainty that they were close to Allah to begin with? There is a hadith qudsi in which 3 different type of people, someone who died in jihaad, someone who was a scholar and someone who gave generously in charity, will tell Allah what they did for His sake, and He will tell them they are lying, they only did it so people in the world would say that he is such-and-such (praise their piety), and it was said in the world for them and now they will be thrown in hellfire. The point I am trying to make here is, if we saw these people in the world we would have thought they were righteous and pious people who were devoted to Allah and only Allah knew the reality of their heart. We cant judge anyone because we cant see whats in anyone's heart. So this person lying dead in their grave ---maybe they seemed pious in their life from what we could see, but none has a guarantee of Jannah and we dont know what is their state in the grave. So how can anyone leave something as important as dua up to something so uncertain as this? When on the other side we have the utmost 5000% certainty that Allah is indeed there for us and He does indeed listen to all our prayers and when we take one step to come closer to Him, He comes 2 steps closer to us ----so where is the logic in praying to a dead person when we can pray to the One who never dies!!!!!