Learn German: Bitte gehen Sie nicht hin!

hin specifically shows movement away from the speaker towards a destination. dort just means "there" as a fixed location (like "I am there"). Because the verb gehen (to go) involves movement to a place, we use hin.

Is hin considered a separable prefix in this sentence?

Yes! The full verb is hingehen (to go there). Because this is a command, the main part of the verb (gehen) moves to the front, and the separable prefix (hin) gets kicked to the very end of the sentence.

Why is the word order gehen Sie instead of Sie gehen?

This sentence is a formal command, also called the imperative. To give a command to someone you address as Sie, you simply swap the verb and the pronoun. So, the statement Sie gehen (you are going) becomes the command Gehen Sie (go!).

Why does nicht come right before hin?

The word nicht (not) usually tries to go to the end of the sentence. But because hin acts as a separable prefix here, it claims the absolute final spot. Therefore, nicht is placed right before it.