What is the ruling on asking for mercy for a Muslim who has died and whose state is unknown? What is the ruling on supplicating for a person whose state is unknown who has complained of worry? And is it permissible to ask for mercy and forgiveness for a grandmother who has died, who suffered from possession and did not pray, but did remember Allah?

What you are doing is undoubtedly wrong. The fundamental principle is that whoever pronounces the Two Testimonies (Shahadatayn) is a Muslim; it is permissible to supplicate for them and seek mercy for them after their death. Doubting the Islam of someone who has not outwardly shown disbelief is an innovation with no basis. You must abandon this matter and not doubt the Islam of anyone who attributes themselves to Islam and pronounces the Two Testimonies, unless you are certain that they have committed an act that nullifies Islam. Furthermore, according to the majority of scholars, abandoning prayer does not remove one from the fold of Islam, and they should be prayed for with mercy and forgiveness.