Is it allowed to ask help directly from Hazrat Ali or any other Masoom, rather than from Allah with their Waseela? If so, what is the evidence for it in Islamic sources?
Seeking help from Allah (SWT) does not mean only to seek directly from Him, but also through His creatures like when you seek help from doctors for treatment, or through His most humble servants, The Prophet (SAWA) and his Holy Progeny Ahlul Bayt (AS) knowing that Allah (SWT) is Origin of every good and no one can help but after Allah's permission.
When you seek help from the Prophet (SAWA) or Infallible Imams, you know for sure that they are Allah's most humble servants and they can only help you after Allah's permission. Your asking them is in fact asking their intercession to Allah (SWT) to get your need fulfilled .
Wassalam.