What is the "path" of a prayer? When we pray, does Jesus hear us? Is there a direct point of contact or is it received by all three persons of the trinity simultaneously?
There is no way to know for certain, and given that God knows your prayers before you pray them, if you will, before the foundation of the world, the direct path of your prayer is somewhat immaterial.

Those who dwell in him, indeed, must also have this knowledge as well; but in a more limited fashion since they are not God. 

For the second part, the Father, Son and Holy Spirit fully indwell one another, thus aside from the aspect of incarnation, it is impossible to make such a distinction.