Is it permissible for us to shorten the prayer as long as we are captives and have been transported a distance exceeding 300 km, and is it valid for us to pray between the two calls to prayer (Adhan and Iqamah) and the Sunnah of 4 rak'ahs before Asr?

If someone is unjustly imprisoned while on a permissible journey, they are allowed to avail themselves of the concessions of travel, such as shortening prayers (qasr) and breaking the fast (fitr), until Allah facilitates their release, regardless of whether they know the duration of their imprisonment or not. However, for a resident in their own country who is unjustly imprisoned, the concession of shortening prayers is not applicable. If someone is taken captive from their homeland and transported to another country a travel distance away (masafat al-qasr), they should shorten their prayers during the journey. If they are settled in a place of residence, they should perform their prayers in full. Their ruling is the same as that of their captors regarding travel and residency. Since you are currently considered a resident, you must perform your prayers in full and fast during Ramadan. There is no harm in performing a supererogatory prayer (nafilah) between the adhan of Asr and its iqamah, in addition to the four rak'ahs before it.