Why is the Holy Spirit called immortal?

Because He Himself, eternal as God, gives life to all creatures, and especially spiritual, virtuous life and immortality to people.

To whom do the last words of the prayer "Have mercy on us" refer?

To all three persons of the Most Holy Trinity, because all three persons of the Holy Trinity. The Trinities forgive our sins and thus have mercy on us.

What is this prayer called?

The Trisagion. It is also called an angelic song.

Why is this prayer called the Trisagion?

Because the word Holy is repeated three times in it.

Why is this prayer called an angelic song?

Because it was received from heaven from the angels themselves, who sing it before the throne of God.

When and how was this song received from heaven?

In the 5th century, during the lifetime of the pious emperor Theodosius II and Patriarch Proclus, a terrible earthquake occurred in Greece, causing entire villages to fall into the ground. People lived in the streets and squares out of fear. A prayer service was performed in the field for the cessation of the earthquake. During the prayer service, a boy from among the people was lifted up to heaven by an invisible hand. Lowered again to earth, he told the astonished people that he had heard angels in heaven glorifying God with the words: Holy God, Holy Mighty, Holy Immortal.

The people, repeating these words, added to them: have mercy on us. After that, the earthquake stopped.

A Brief Doxology to the Most Holy Trinity

In Russian:

Praise be to the Father, and to the Son, and to the Holy Spirit, now and always, and unto the endless ages. Amen.

Always - always. Century - century. Forever and ever, without end.

To whom is this prayer?

This prayer of praise to all three persons of the Holy Scriptures. Trinity.