just two examples of two verbs with f in the middle of them! but why is it that they there at all?
was the middle f in feicfidh pronounced in the past?
and the same question for deirfinn!

The -f- can be thought of as a future/conditional "flag", popping up between the verb root and the future or conditional ending of 1st congutation verbs. Sometimes it's called the "future stem" (the "conditional" used to be called "the secondary future").

In Old Irish the -f- was pronounced as /f/.

For learners, this -f- can be a handy diagnostic tool, since it reliably lets them know that the verb form is either future or conditional.

I've heard many people pronounce the "f" in the following:

Dhúnfainn
Dhúnfá

Bhrisfinn
Bhrisfeá


Not sure if you're "allowed" though.

It depends on dialect: in Munster the f is pronounced most of the time (as an /f/). In Connemara you say /h/ most of the time, and in Donegal, always /h/ except in the only verb "tchífidh" (=future of "feic") in which it's pronounced /f/ everywhere (except in parts of Gweedore).