Isaiah 8:19 and 19:3 indicate that consulting the spirits of the dead is a "teaching of man" (my term) which Jesus warned about in general in Mark 7:8.
Also, aside from the transfiguration of Jesus in Matthew 17:2-5 which I don't regard as Jesus asking the spirits of deceased humans for guidance (that's ludicrous), there is no passage in the four gospels which indicate that Jesus prayed to anybody but the Father, corrections welcome.
In fact, Matthew 6:9-13 shows that when Jesus taught his disciples how to pray, Jesus began with, "Our Father."
But also note that Matthew 26:13 indicates that the memory of "saints" (my word) will be honored as evidenced by the woman who poured perfume on Jesus' head. The passage doesn't provide the name of the woman, arguably so that believers wouldn't pray to her.
Jesus is consubstantial with the Father....there is noone between them