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]
(..) (PANTING) From the fury of the Northmen, O Lord, deliver us! (WOMEN SCREAMING) Quick! Keep moving! May God, in his mercy, bless and keep you. And may he sow confusion among his enemies, and bring you victory in this holy war. Thank you, Father. (..)2017 TvShow: Vikings Title: On the Eve Season: 4 Episode 19