Praise be to Allaah.
It is not permissible for him to make du’aa’ for them by name, because all he knows for sure is that they remained kaafirs, and it is haraam to make du’aa’ for a kaafir.
Allaah says (interpretation of the meaning):
“It is not proper for the Prophet and those who believe to ask Allaah’s Forgiveness for the mushrikeen (polytheists, idolaters, pagans, disbelievers in the Oneness of Allaah) even though they be of kin, after it has become clear to them that they are the dwellers of the Fire.”
But it is mustahabb to make ask Allaah to forgive and show mercy to every Muslim, which includes whoever became Muslim from among his father, mother, grandfathers and grandmothers, all the way back to Adam and Hawwa, peace be upon them. And Allaah knows best.