What is the ruling on saying phrases such as: "Allah, Allah, why are you asking this question?", "Oh my Lord, why have they been delayed?", or "Oh Allah, why have they been delayed?" in ordinary sentences and not as a supplication?

There is no harm in these phrases in themselves. Uttering the word of majesty (Allah) when admiring something is a common custom. It is considered good or bad depending on the situation in which it is mentioned, while noting the impermissibility of watching TV series that contain objectionable elements.