I read a powerful quote in one of my devotionals this week. It came from the perspective of God as he listens to our prayers for the salvation of a loved one. Although we can become frustrated and not know why so and so has not come to salvation, God is still active. Can we bring conviction? Can we bring adversity, or blessing, or the searing prick of salvation to one's conscience? No, but we pray to a God who can.
Do not give up on praying for that loved one. You don't always know what God is doing in another's life. Salvation may seem impossible to us, but not to God. He practices in the impossible.