To whom is Lot speaking here, bearing in mind that he is pleading for his life?
Rashi and Targum Onkelos: The last word in the Pasuk (A-donai) is Kodesh (and it is to Hashem that Pasuk 19 is addressed), as Lot was pleading directly with Hashem to have pity on him and spare Tzo'ar. 1
Targum Yonasan: He is actually asking the angel to wait until he Davens to Hashem. 2
Riva: The first request was to the angels, that they not force him to go to the mountain. The next to request was to Hashem, to keep him alive.