This sentence is a complete mystery. I do wish there was a way DL could teach phrases that are so highly idiomatic.
What is the difference between using "prova" and "senta" in this context?
Prova is from the verb "Provare" which in this sense means to feel. Its more easily understood meanings are to try, to test, to prove, to attempt.
Is this correct: "Cosa prova per lei?". I don't understand why we add " Lui" at the beggining, since we dont usually do so (to add the pronoun) in questions.
If you omit "Lui" it can be He or She who feels something for "her". So to make clear it is a male who (might) feel something "Lui" must precede.
What i think about this sentence structure is to lay stress on lui. Also in italian we can play around with word placements. But i have been wrong before. Cheers
Well, that sentence doesn't make sense in English.
The phrase "cosa prova per" is a set phrase meaning "how he/or she feels about ...".
"Lui" is placed at the front of the sentence to emphasize / inform that it is "he" (instead of "she" or formal "you", which could also go with "prova").
More examples of "cosa prova per" in sentences: https://context.reverso.net/translation/italian-english/cosa+prova+per
And, of course, "provare" can be conjugated: https://dictionary.reverso.net/italian-english/cosa%20provo%20per%20lei
Ho detto ad Iris cosa provo per lei. I told Iris how I feel about her.
Be', tutti sappiamo cosa provi per lui. Well, we all know how you feel about him.
Sapevo esattamente cosa provavi per me. We knew exactly how you felt about me.