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]
(..) - Mia, I need you to get out of the house. ...there. I am leaving now! Father Perez? Is everything all right? Father? May God have mercy on your soul! Who is that? We need to leave. Leah. Leah! Leah! Leah! Leah! (..)2014 Annabelle
(..) Logonov swinging. Strike, to bring the count to -and-. Now... And the windup. Come on. May God have mercy on your soul! Frankly, Mia... it's none of your business. This is between me and Leah... and she said she wanted those pajamas. You are going to spoil her. (..)2014 Annabelle