Mishkat al-Masabih 4 Prayer كتاب الصلاة 103

وَعَنْ أَنَسٍ قَالَ: قَالَ رَسُولُ اللَّهِ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ: «لَا يُرَدُّ الدُّعَاءُ بَيْنَ الْأَذَان وَالْإِقَامَة» . رَوَاهُ أَبُو دَاوُد وَالتِّرْمِذِيّ

Anas reported God’s Messenger as saying, “A supplication made between the adhan and the iqama is not rejected.” Abu Dawud and Tirmidhi transmitted it.