1) There are two main beliefs about علم الغيب or the knowledge of the Unseen:
1- The first part is to independently know the unseen, and to know the unseen by nature. Ascribing this to other than Allah is shirk. Some ghulaat would ascribe this to the Imams since they believed the Imams were gods.
2- The second one is: Allah gives them knowledge. Independent of Allah they don’t have any such knowledge. By nature they don’t have such knowledge. Only Allah by his very nature has access to the Ghayb. The Imams don’t. So they have knowledge of the Ghayb through revelation from Allah (either through the Prophet (s) or divine inspiration. As Sura Jinn verse 27 states, Allah can reveal the Ghayb to whoever he is pleased with.
So what Shaykh al-Sadouq and others are negating is independent knowledge of the Ghaib. Only Allah possess that.
2) Ya Ali Madad simply means you are asking the Imam to use the sustenance Allah has given him to help you. The Prophet (s) would call on Imam Ali (a) to seek his help in many occasions, so when saying Ya Ali Madad one is simply asking the Imam to help him using the powers Allah has given him. There is nothing wrong about that.
3) Regarding the second question about Ziyarah of Ashura, this Arabic book will walk you through pieces of evidence that prove its authenticity:
https://ar.lib.eshia.ir/27039/1/294
Hence most scholars have accepted it. When we evaluate any narration, we examine it from many aspects. There are also ways on examining a chain. We can’t simply dismiss a narration by claiming there is a weak narrator. Who considers him weak? What is the evidence? These must all be studied, and the book I shared with you examines that.
4) As for Du’a Tawassul, yes we don’t have a solid, connected chain to the Imams. However, the content is acceptable and confirmed by our teachings, so there is nothing wrong in reading it.