The Saints in Heaven are not dead. That is an error of the Sadducees. Also, no one should pray TO the saints, but one can ask the Saints in Heaven to pray for us TO GOD, just as one asks other believers in Earth to pray for us to Our Lord Jesus.
Rev 5:8 Worthy Is the Lamb
8 Now when He had taken the scroll, the four living creatures and the twenty-four elders fell down before the Lamb, each having a harp, and golden bowls full of incense, which are the prayers of the saints.
Notice the 24 elders living in Heaven are worshipping God and the prayers of the Saints ascend before God's Throne.
Luk 16:24 “Then he cried and said, ‘Father Abraham, have mercy on me, and send Lazarus that he may dip the tip of his finger in water and cool my tongue; for I am tormented in this flame.’
Notice that Abraham is not "dead" but alive in Heaven. The Rich Man asks Abraham certain things, which is like asking for his intercession with God. Jesus Christ is telling the story, and this shows it was a common belief among the Jewish faithful that Saints such as e.g. Abraham lived in Heaven and now pray for us. These things are expressly said in the Book of Maccabees.
Maccabees is one of the 7 Deuterocanonical books, meaning it is in Catholic/Orthodox Bibles, but not Protestant bibles.
2 Maccabees 15:14-17
14 Onias said: "This is God's prophet Jeremiah, who loves the Jewish people and offers many prayers for us and for Jerusalem, the holy city."
15 Then Jeremiah stretched out his right hand and gave Judas a gold sword, saying as he did so,
16 "This holy sword is a gift from God. Take it and destroy your enemies."
17 The eloquent words that Judas spoke encouraged everyone to be brave, and inspired boys to fight like men. Their city, their religion, and their Temple were in danger. So the Jews made up their minds not to waste any time, but to make a daring attack against the enemy and bravely decide their fate in hand-to-hand combat."
God Bless.