Is it permissible to say, "O Allah, I seek refuge in You from the tribulation of the Dajjal (Antichrist)," after the first and second Tashahhud and before the Taslim in the Fajr prayer?

Supplicating after the final Tashahhud, which is followed by the Tasleem, is absolutely recommended in every prayer. During this supplication, it is recommended to seek refuge from the torment of Hellfire, the torment of the grave, the trials of life and death, and the evil of the Dajjal. It is also recommended to make general supplications for oneself, one's parents, and all Muslims. The Fajr prayer has only one Tashahhud, and it is not recommended to supplicate during the first Tashahhud in prayers that have two Tashahhuds.