Is it permissible for me to pray for mercy, visit the grave, and ponder with feelings towards a woman I intended to marry, but who died after being forced to marry someone else, knowing that she was not my wife at the time of her death?

There is no impediment to supplicating for mercy for the woman and visiting her grave. There is no blame for un-intended thoughts that cross the mind. However, intentionally dwelling on her good qualities is impermissible. It is advised to turn away from this matter and occupy one's time with what is beneficial, and to hasten to marry when capable.