1. Since you are not a Catholic then don’t refer to their false theology concerning prayer.
2. Stephen did pray to the Lord Jesus in Acts 7:59. Once again see this:
a. Frederick Danker: Just as Israel was to understand her role as one of obedience to the God who saved her, so the Christian is to see the moral and ethical implications of this recognition of Christ’s claim to ownership expressed so often in such a phrase as “Paul, a slave of Christ Jesus.” Out of such conviction the iron of steadfast confession was smelted. As the stones came flying at Stephen, he prayed, “Lord Jesus, receive my spirit.” (Acts 7:59) (Creeds in the Bible, page 45, c. 1966).
b. David Peterson: But he pointedly ‘calls upon’ the Lord Jesus in prayer instead of the Father, trusting him for salvation through death and beyond (The Acts of the Apostles, Pillar New Testament Commentary, page 269).
c. William Mounce: Jesus is the addressee when epikaleō is used in the sense of praying (Acts 7:59) (Mounce’s Expository Dictionary of Old and New Testament Words, Call, page 93).
d. J. Jeremias: Stephen prays: kurie Iesou dezai to pneuma mou (Ac.7:59) (TDNT 5:771, paradeisos).
e. W. E. Vine: Prayer is properly addressed to God the Father, Matt. 6:6; John 16:23; Eph. 1:17; 3:14, and the Son, Acts 7:59; 2 Cor. 12:8 (Vine’s Expository Dictionary of Old and New Testament Words, Prayer, page 872).
3. Your link goes to an incredibly long mess. Please summarize your point/s as to why you believe Stephen was not praying to the Lord Jesus, because the above in #2 is very clear that he did.