Should the funeral prayer be offered for the shaheed when he is killed?

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Check below answers in case you are looking for other related questions:
What are the cases in which the funeral prayer cannot to be offered for the deceased?
It is haraam to bury the dead inside mosques

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Related Answers:
Is it permissible to put a marker on a grave so that it will be known whose grave it is?
Ruling on congregational du‘aa’ for the deceased and paying the imam for reciting the du‘aa’
Ghusl for deceased who is burned
What are the cases in which the funeral prayer cannot to be offered for the deceased?
It is haraam to bury the dead inside mosques

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