Here are a couple of reasons why your prayer request might not be getting captured by Gloo.
Make sure that you are using correct spelling.
Make sure to say something like "I have a prayer request" or "I need prayer" before sending the request.
A prayer request may end up as an Unresolved Message if the language isn't clear enough that it is a prayer request.
Words that should trigger the Prayer feature are anything like "pray," "prayer," "prayer request," "pray for me," etc.