I pray, forlornly, about sultanate's burning desire? (9)
I believe the answer is:
pyromania
'burning desire?' is the definition.
(desire to burn)
'i pray forlornly about sultanate's' is the wordplay.
'forlornly' indicates anagramming the letters.
'about' is an insertion indicator.
'sultanate' becomes 'oman' (I've seen this before).
'i'+'pray'='ipray'
'ipray' anagrammed gives 'pyria'.
'pyria' going around 'oman' is 'PYROMANIA'.
(Other definitions for pyromania that I've seen before include "Flaming madness!" , "Fire-raising compulsion" , "igniting lots of fires" , "setting of conflagration" , "Obsessive interest in fire" .)