Is it permissible to supplicate for mercy, or steadfastness on the Day of Judgment, or for Paradise, for a non-belligerent disbeliever who died without having received the call of Islam, or to whom Islam reached in a distorted manner, or who heard of it like any other religion and the conclusive proof did not reach him, or who was among Ahl Al-Fatra (people of the interval between prophets)?

The question conflates two categories: those who never received the message of Islam, and those who received a distorted version of Islam or heard of it like any other religion without the conclusive proof reaching them. One who never received the message is considered a disbeliever in this world, but will be tested in the Hereafter. It is permissible to pray for their steadfastness and for them to enter Paradise. As for one who heard of the Prophet but did not believe in him, he is a disbeliever who will abide eternally in Hell, and it is not permissible to pray for mercy or steadfastness for him. A servant should not presume that he is more merciful to creation than their Lord. Not all disbelief is due to ignorance; rather, it may be due to preferring the worldly life or the polytheism of love.