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]
(..) What sin? He's consented. Let's go. I am scared we'll be punished. More punished than this? Look at my situation. Have mercy on me. On our child. I'm afraid of something happening to our child. Let's go. I can't. (..)2011 A Separation