Clearly, this indicates consciousness. Communication - The rich man could both speak and be spoken to. Communication is possible only with conscious beings. The suffering rebel had not been annihilated. Recognition - The rich man recognized Lazarus and requested his services by name.
Recognition involves consciousness.
Comprehension - The rich man made two requests of Abraham. First, he asked that Lazarus be permitted to dip his finger in water in order cool his parched tongue. Abraham reasoned that such was impossible because an impassable gulf separated the righteous from the wicked. Second, the rich man requested that Lazarus be allowed to go and warn his brothers not to come to that place of punishment. The patriarch replied that those brethren had access to the Old Testament Scriptures, and that such was sufficient to prevent those kinsmen from dying lost if they were disposed to heed the message.