The people were 'at the mercy of' the advancing army. = The army advanced, and the people were 'at their mercy'. [=the people could do nothing to defend themselves from the army]
The prisoner confessed his crimes and 'threw himself on the mercy of' the court. [=the prisoner begged the court for mercy]
He 'showed no mercy' to his enemies. = He 'showed' his enemies 'no mercy'. [=he treated his enemies very harshly]
(..) "shall be raised up from the coasts of the earth. "They shall hold the bow and the Lance, "they are cruel, and will not show mercy..." Not such a great army, after all, my Lord Bishop. What do you think, your grace? Can we not expect to dispose of these heathens quite easily? (..)2017 TvShow: Vikings Title: Revenge Season: 4 Episode 18