Having researched this in the 2008 CD-ROM I can find no outright statement that disfellowshipped ones do not have the privilege of prayer. I do not see such in the elders book either. Yet this is a common statement made during Judicial proceedings. Here is what the WT teaches
- Jehovah hears the prayers of his "faithful servants", his "friends", and the "righteous", in other words Jehovah's Witnesses.
- Only baptized servants have an "unrestricted" privilege of prayer (He hears the prayers of those progressing toward baptism to a point but they can lose this if they hold off baptism.)
- JW are specifically instructed to avoid the prayers of non-JW's, to say silent prayers when in the presence of a non-JW who is praying.
- When the Watchtower gives experiences of prayers that are answered it is mainly in the context of JW's prayers, the exception is when non-JW's with "honest hearts" pray to find the true religion and subsequently come into the Organization.
- While not specifically speaking of disfellowshipped ones, the Watchtower encourages repentant sinners to pray, again leading back into the Organization.
- JW's are given permission to pray for DF'd ones only to the extent they are giving evidence of repentance.
Putting all of this together you come to a scenario where Jehovah doesn't hear the prayers of disfellowshipped ones because -
- They are no longer Jehovah's Witnesses (Being outside the organization they lose their righteous standing)
- At the time of their DF-ing they are considered unrepentant sinners and wicked
Though I find no direct statement yet the thought is present in the literature.