I hope this doesn't jangle anyone's theology . . .
Rarely but occasionally I've very definitely had the clear instruction from The Lord to either stop praying for someone or to not start/bother at all--very sternly. And it's a chilling, sobering instruction to imagine someone being past the point of no return with God.
I can say that I've never had that type of impression, but I've had that feeling. But, I always think to myself, where there's God, there's hope and even if it seems futile, there are many for whom I still pray.