Sometimes, in my prayers to Allah, I feel as if Allah is not Hearing or taking note of me. I end up feeling left out, like nobody cares, and then I think that maybe I am not doing enough. At times, when I give advice to my friends, I sometimes feel like a hypocrite, because when I answer, I do realize that I myself don’t practice what I preach on a full-time basis. Is it then normal that I feel depressed, not that I am ungrateful to what Allah has given me.
It is normal to be concerned, but one must not allow oneself to be plummeted into depression unnecessarily. All that Allah wants from us is that we continue our struggle with constant attempts at improving our faith and practices. In short, we must keep trying and not get discouraged. When a friend asks you, it is his right that you give him the best advice possible. You should know that you were not made perfect and neither were your friends. Making each other aware on what our Allah expects from us is the right thing to do, and it is not hypocritical as long as you keep alive in yourself a spirit of self-analysis and self-criticism.
Coming to the first part of your question now, feeling that Allah is not listening to you is a feeling that Satan generates. Of course Allah listens, and of course He is closer to us than our own jugular veins. Do not let Satan convince you otherwise. To keep fighting and struggling is a jihād that every Muslim must undertake. One way that I can recommend is for you to involve yourself more in the Tahajjud prayer. You will, inshā’Allāh, feel the benefits of these night prayers. At such times, one can afford to communicate with Allah in the midst of completely quiet surroundings, concentrate fully on prayers without any distractions. One cannot literally touch, feel, hear or see God. That is why it is called ‘faith’. Maintaining spiritual contact, though, through the prescribed methodologies of prayer can make a believer feel close to Allah.