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]
(..) ...the god ... ...he is a squirrel. Yeah. Then go meet him one... I found god, he used to say. Who has sitting and basking ... ...in glory in subliminal mercy ... I shot knee that son of a bitch ... Yeah, you might wanna close your eyes kid. I'm injured. What happened to you? A bear. (..)2015 The Revenant
(..) Maybe he'll forgive your sins, you know maybe he won't ... You just sudden commend it to the lord. Through Jesus Christ, the lord of all reality and mercy ... Get away. Get away. You ok? Jim. Jim ... help. - Help. (..)2015 The Revenant