Regarding Dovid Hamelech:
1) That was Torah. It would not apply to davening (I assume).
2) Even if we were talking about learning, I do not think it likely that anyone today learns in such an absolutely uninterrupted way (and perhaps the person’s spiritual level matters as well – no one today can be compared to Dovid, as DaasYochid said).
3) As DaasYochid said, even if we were talking about such a case, the person’s learning could have been disrupted by the attack.
Regarding “shluchei mitzvah einon nizakin”:
Perhaps this applies only to people on their way to do a mitzvah (or coming back from one?), but not to people actually doing a mitzvah (certainly when they did not travel to do it).