What should a student do regarding the Asr prayer if prevented from leaving studies that extend from 2 PM to 6 PM, and should he pray it with Dhuhr or delay it until Maghrib?

A Muslim must perform prayer on time. Intentionally delaying it beyond its prescribed time is a major sin. It is not permissible to combine two prayers without a valid excuse. If your studies conclude before the 'Asr prayer time expires, then pray after you finish. If your studies occupy the entire 'Asr time, then you must pray on time, even if it's in the classroom, with ablution (wudu') or tayammum (definition) if you cannot perform wudu' and are harmed by leaving your studies. The more cautious approach is to make up the prayer (qada'). If this is not possible, then it is permissible to combine the Dhuhr and 'Asr prayers out of necessity. One should strive to perform prayers on time as much as possible.