But God hears your prayer regardless. In fact, He hears before you even say it.
I'm not sure that can be a blanket statement. It certainly wouldn't work if the prayer was not directed to the Christian God. I understand that the Spirit intercedes for us in prayer, but I can't believe God approves of prayers that could have been made, but never were, because the person chose to go through someone else instead. If I ask my friend to pray for me and he doesn't, then my effort is wasted and the prayer was never sent.
Likewise, I would think that if a prayer is made to someone in hell or purgatory, then it would also be wasted because it was never sent. I would never put my requested prayers from others in the place of my own directly to God. However, I have witnessed some Catholics make a petition to a Saint or to a family member, etc., and it certainly appeared to me that in that person's mind, "it was done". If our God is a jealous God, then I can't see Him approving of that.
This is another subject. God hears such prayer. Whether He approves, or more pertinently, whether He answers is another question.
I would say, that if a prayer was done for intercession under the sincere presumption that X is in heaven, and the presumption is wrong, then the same thing happens as if the prayer was sent directly to God, and what exactly the answer will be would depend on the nature of the petition.
But if X is indeed in heaven, then he will join you in the prayer, and God likes that.