Of course it is allowed.
Complaining to Allah (respectfully) is a part of dua.
For instance, Musa (AS) and his brother when they were told to go to the Pharoah complained about the danger:
They said, ‘Lord, we fear he will do us great harm or exceed all bounds.’ (20:45)
Allah responds to them and reassures them:
He said, ‘Do not be afraid, I am with ...
The Ahl al-Dhimma are permitted to worship according to their religion, because peace has been made with them on the condition of paying Jizyah and not on the condition of abandoning their religion.
قاتلوا ... حتى يعطوا الجزية
Fight ... until they give the jizyah
— Quran 9:29
فإن هم أبوا فسلهم الجزية فإن هم أجابوك فاقبل منهم وكف عنهم