he cried out and said

"the rich man called out to say" or "he shouted out to Abraham"

Father Abraham

Abraham was the ancestor of all the Jews, including the rich man.

"please have pity on me" or "please be merciful to me"

"by sending Lazarus" or "and tell Lazarus to come to me"

This indicates the smallness of the amount requested. AT: "he may wet the tip of his finger"

"I am in terrible pain in this flame" or "I am suffering terribly in this fire"