Is saying "My Lord, forgive me; my Lord, forgive me" between the two prostrations obligatory or Sunnah, and is it permissible to substitute it with another supplication? And are my previous prayers accepted if I did not say it in them?

It is preferable for the worshipper to supplicate between the two prostrations with the supplications reported from the Prophet, peace and blessings be upon him, such as: "My Lord, forgive me," or "O Allah, forgive me, have mercy on me, mend my affairs, guide me, and provide for me." However, it is permissible to supplicate with other than what has been reported, though it is better to reserve general supplication for prostration or before the salutation, as prostration is a position most worthy of having one's supplication answered.