“The whole Trinity is present in the Christian’s [prayer] closet. The father hears. The Son advocates his case at the Father’s right hand; The Holy Spirit intercedes in the heart of the believer.” A. H. Strong, Systematic Theology, II p. 775
Matthew 5:6 “But when you pray, go into your room [closet], close the door and pray to your Father who is unseen. Then your father, who sees what is done in secret, will reward you.”
Romans 8:26 “In the same way the Spirit helps us in our weakness. We do not know what we ought to pray for, but the Spirit himself intercedes for us with groans that words cannot express.”
Romans 8:34 “…Christ Jesus, who died — more than that, who was raised to life — is at the right hand of God and is also interceding for us.”
Hebrews 7: 25 “Therefor he is able to save completely those who come to God through him, because he always lives to intercede for them”
It would seem the Holy Spirit is present to help us to pray. Christ is before the Father as our advocate, praying for us in his role of High Priest.