"Dort" translates in English to "there". It refers to a location that is "far" from the speaker in the sense. "Da" can mean both "here" and "there". It is a generic way of showing that the location of something is known. "Dahin" and "dorthin" indicate MOTION TO a specific location (z.B. "Wie fährst du dahin?" = "How are you driving there?"). They indicate motion away from the subject to a new location. The rest of the words you've listed are so-called da-compounds. These would be translated for example as "dafür" = "for that" or "for it". You use these when you are referencing some noun or aspect of the conversation that has already been introduced. Prepositional phrases like "für das" and "für es" aren't used; they are replaced by "dafür". Some of the da-compounds have special meanings. A good example is "damit", which is a conjunction that translates as "in order to ..." or "so that ...". "Dort" is not compounded with prepositions like "da" is, so "dortfür", etc. are not words.

dafur, damit, daruber, davor, daran ...

Dazu / damit / ....