The expression is 'pray for', so you shouldn't separate 'pray' and 'for'. The correct way to say this is: Who did Brett want to pray for in the chapel ?

The second sentence sounds better.

Both are fine, with one small issue that your teacher may care about. Technically, you should use "whom" here instead of "who", because it is the object of the preposition "for". In everyday speech what you have is fine. I think the second sound better to my ear.

I think both are ok..