“Praying through" is a term coined by the early Pentecostals. To some it meant simply staying on your knees until you were assured you had an answer from God. To others it meant continually coming back to the Lord until you had the answer in hand. (This was also called "persevering in prayer.")
As a young boy in those early camp meetings, I heard people testify, "I'm going to lay hold of the horns of the altar and I won't let go until God answers!" Yet I don't believe that is the truest meaning of "praying through."
You can be shut in with the Lord, delighting in His presence. You can spend quality hours, even days, with Him, glorying in sweet communion. You can have all your needs met and your heart can be totally satisfied. His presence can heal you, lift you, empower you and strengthen you.
But what happens when you leave that hallowed place of intimate communion? You may rise up from your knees only to go back to a crushing situation that has not changed. You can see the devil waiting there for you, ready to throw the same problems and emptiness at you. I ask you: What good is it to get the glory on the mountain if it won't see you through your battle?
I believe "praying through" means simply this: The strength, power and encouragement you receive from the Lord while shut in with Him must see you through the trials ahead. The victory you get in the secret closet has to give you victory on the battlefield.
What exactly do you get from your time of prayer if not something that can see you through the battle? "Praying through" means waiting for the total completion of your prayer. Many Christians see only half-answered prayers because they do not allow what they received from the Lord in prayer to carry them through their trial.
Beloved, prayer is not finished—it is not "completed prayer"—until it sees you through to the other side of your trial. We have not "prayed it through" until we have "lived it through" our trials by the strength we received in God's presence.