I speak as a Baptist. We believe in sola scriptura, namely all doctrines that are required to be believed are contained in the Bible, and any doctrine not found in the Bible is suspect. To be more precise:
“The whole counsel of God, concerning all things necessary for his own
glory, man’s salvation, faith, and life, is either expressly set down
in scripture, or by good and necessary consequence may be deduced from
scripture: unto which nothing at any time is to be added, whether by
new revelations of the Spirit, or traditions of men.” —Westminster
Confession of Faith
The Bible says very little about the activities of believers in Heaven prior to Christ's return and the final judgment. Here are a few of the things that we know:
- From Revelation 6:9-11:
9 When he opened the fifth seal, I saw under the altar the souls of
those who had been slain because of the word of God and the testimony
they had maintained. 10 They called out in a loud voice, “How long,
Sovereign Lord, holy and true, until you judge the inhabitants of the
earth and avenge our blood?” 11 Then each of them was given a white
robe, and they were told to wait a little longer, until the full
number of their fellow servants, their brothers and sisters,[e] were
killed just as they had been.
The Christian martyrs are crying out for God to avenge their blood.
- From Revelation 5:
And when he had taken it, the four living creatures and the twenty-four elders fell down before the Lamb. Each one had a harp and they were holding golden bowls full of incense, which are the prayers of God’s people. 9 And they sang a new song, saying:
“You are worthy to take the scroll
and to open its seals,
because you were slain,
and with your blood you purchased for God
persons from every tribe and language and people and nation.
10 You have made them to be a kingdom and priests to serve our God,
and they will reign[b] on the earth.”
The elders (Apostles and leaders of the 12 tribes of Israel) are praising God.
From Luke 16:
27 “He answered, ‘Then I beg you, father, send Lazarus to my family, 28 for I have five brothers. Let him warn them, so that they will not also come to this place of torment.’
29 “Abraham replied, ‘They have Moses and the Prophets; let them listen to them.’
30 “‘No, father Abraham,’ he said, ‘but if someone from the dead goes to them, they will repent.’
31 “He said to him, ‘If they do not listen to Moses and the Prophets, they will not be convinced even if someone rises from the dead.’”
Jesus has Abraham denying that the intercession of relatives or even great figures like himself will benefit the lost. He refers all questioners to Moses and the Prophets.
The benefits of a relationship of intercession between the dead and us is denied. Furthermore, the Old Testament forbids us to speak with the dead. Jesus is not dead, so we may pray to him.
The OP disputes my interpretation of Revelation 5. So do others:
The above article cites Revelation 5 and argues that the saints in heaven are praying and have no need to pray for their own needs, hence must be praying for us. That is a sensible inference (unless you believe in soul sleep, which many reformers did). It is also true that angels both help us on earth and are not permitted to receive our worship. It comes down to your definition of what constitutes worship, and what constitutes impermissible intercourse between the living and the dead.
Answers to a previous CSE question addressed some of this:
If Protestants won't ask dead saints to intercede because there is no mediator but Jesus then why do they ask living Christians to pray for them?