What is the ruling on marrying a girl who has engaged in preliminaries of zina and does not pray, and is one rewarded for concealing her and marrying her, or is it preferable to choose a righteous wife?

You erred in getting to know the girl, speaking with her, and asking her about prohibited relationships. You must repent and abandon these conversations. As for marrying her, the Prophet, may Allah bless him and grant him peace, commanded us to seek out the woman of religion. One who does not regularly perform her prayers and maintains a relationship with a non-mahram man is not such a woman. Do not build a marriage on risk, especially in matters of religion; your unease after performing Istikhara confirms this. However, if she repents and becomes upright, then marrying her would be good, and you would be rewarded for concealing her faults and helping her towards goodness.