That passage can't be applied to what we were discussing because Jesus was not praying for Lazarus' soul, that he might find salvation after death, or a quick exit from purgatory. Besides, Jesus didn't pray for Lazarus specifically at all. He prayed that what He was about to do would reveal Himself to those around Him.
"Laz'-a-rus, come forth." (John 11:43, KJV)
It is true that this is not a prayer for salvation. However nothing seems to indicate that it is impossible that Lazarus believed and was saved after he was resuscitated (certainly it would be a dramatic witness to Lazarus himself). So by extension could it be possible for a message of salvation to be transmitted to Lazarus' soul while it was in the "wherever" between his first death and his resuscitation? The Bible does not really address itself to this question.