Psalm 4:1a, 6 describes how it sometimes feels when you pray for a prodigal:

“Hear me when I call, O God of my righteousness!
Have mercy on me, and hear my prayer. There are many who say,
‘Who will show us any good?’
Lord, lift up the light of Your countenance upon us.”

But verse three holds such promise:

“But know that the Lord has set apart for Himself him who is godly;
The Lord will hear when I call to Him.”

And the verses following give instructions on how to be set apart by Him (bullets added for emphasis):

• ”Be angry, and do not sin.”
• “Meditate within your heart on your bed, and be still.”
• “Offer the sacrifices of righteousness,”
• “And put your trust in the Lord.”

Then we can say,

• “You have relieved me in my distress;
• You have put gladness in my heart,
  More than in the season that their grain and wine increased.
• I will both lie down in peace, and sleep;
  For You alone, O Lord, make me dwell in safety” (vv. 1b, 7-8).

What a powerful psalm about prayer!