He appears to be quite loyal to Cinder, following her orders dutifully, but he is not as outwardly devoted to Cinder's cause as Emerald Sustrai, being more laid back and casual.
After the Fall of Beacon, in "The Next Step", he shows some concern toward Cinder after her defeat by Ruby Rose. After learning about her defeat in Haven's Vault, Mercury loses confidence and even retreats from battle. In "So That's How It Is", he and Emerald are shocked when they learn from Salem that Cinder is still alive.
In "Lost", he states that Cinder was a pain, but she always filled him and Emerald in about the plan. He was also aware that Cinder never cared about him or Emerald.
Emerald regularly works with Mercury. The two seem to have an easygoing relationship, though Mercury actively attempts to annoy her, more often than not succeeding. In "Beginning of the End", it is revealed that Emerald initially protested Mercury's recruitment.
Emerald has been shown to occasionally attempting to bribe Mercury to refrain from bothering her with stolen money. In the "Best Day Ever", after Mercury refuses a bribe he replays, "You want me", implying a possible physical attraction between the two. However, when it matters they work well together, even joking with each other after killing Tukson earlier.
In battle, Mercury easily coordinates with Emerald in defeating their foes, such as during the Vytal Festival Tournament and the attack on Haven Academy. With Emerald casting hallucinations on their enemies, Mercury is given the opportunity for surprise attacks.
Mercury has been shown to care about Emerald at times, taking on a more soothing tone whilst urging Emerald to retreat from Haven whilst the latter is still in grief about losing Cinder. In "So That's How It Is", he comes to defend her when she is threatened by Tyrian Callows.
In "Lost", when Mercury is brutally honest about Cinder never caring about her, Emerald attacks him in a fit of rage. He tells her about his past and how his father never went easy on him, how he had his Semblance stolen from him, and how he had to work hard to get to where he is,initially shocking Emerald on his viciousness at his own emotional outburst at her.
After their fight, Emerald appears to attempt to properly apologize to him, showing that despite their hostile relationship, Emerald at least considers him something akin to a friend. Though, she is distracted before she can say much.
It is notable that Mercury is unsympathetic to Emerald for her reasons for joining Salem and her own hardships in life. He tells her he does not want to be part of her "crisis of identity" when she begins to question their actions in Cinder's absence. He is harsh with her and uses demeaning language, saying he was sorry she didn't have a "mommy" to love her.
Both Emerald and Mercury are shown to be disturbed by Salem's actions, showing fear when seeing a Seer Grimm, and when Salem mutates the Beringels. They also show disgust in regards to Tyrian, who has threatened and taunted both of them on different occasions.
Mercury and Roman do not see eye to eye and Roman even goes as far as to brandish his cane in a threatening manner towards Mercury, who insulted him moments earlier.
Mercury is shown to constantly degrade Roman at any given chance, especially after he and Emerald killed Tukson, bringing up that Roman was supposed to resolve the matter himself.
Mercury clearly dislikes Tyrian and he calls him a freak when he threatens Emerald. In "Lost", after Tyrian eavesdropped on Mercury and Emerald's conversation, he mocks them for their doubts and motives, stating that Mercury is with Salem because he doesn't know anything but violence and murder, prompting Mercury to assault Tyrian, although only to be easily overpowered by the Faunus. Tyrian then tells Emerald and Mercury that if they aren't loving what they are doing then they are on the wrong field before "begging" them to do whatever make them happy, implying that he would enjoy to hunt them down if they leave Salem.
Mercury's relationship with Watts is one of mutual dislike, as seen where Arthur greatly enjoys mocking both Cinder and her team during their meeting together and greatly enjoyed condescendingly insulting them and seemed to be even more delighted upon successfully getting a rise out of Mercury, as seen when he smugly smiled upon Mercury's attempt to attack him being halted by Emerald.
During their meeting with Raven Branwen and her tribe, Arthur further reinforces his low opinion of Mercury by agreeing with Raven's snide remarks on how he was simply a child Cinder had tricked into following her, again earning the young assassin's contempt.
Mercury's exact relationship is unknown, but it is shown that they work well together when in battle, as seen where they teamed up together during the Battle of Haven in stalling Ruby and her group in order to buy time for Cinder to retrieve the Relic.
Hazel in return has displayed a degree of care for both Mercury and his partner, Emerald, as seen where he assisted Mercury by carrying her on his back as they escaped from Haven upon the failure of their plan to retrieve the Relic.
Upon their return to the Land of Darkness to report to Salem, Hazel again attempted to help the two of them by trying to cover for Cinder, claiming full responsibility for their failure in Haven, but was punished by Salem for doing so.
While Mercury never directly speaks or interacts with Salem, he is very cautious and fearful while in her presence, quickly heading for the door when he notices Salem getting angry. Mercury is also horrified by the sight of Salem mutating the Beringels.
When Emerald asked why he joined Salem, Mercury replied it was "meant to be" and his sole motivation was her promise of power in the new world, demonstrating he is not emotionally invested in Salem's plans. However, he comments that he dislikes the fact that unlike Cinder, Salem is highly secretive and keeps Mercury and Emerald on a strictly need-to-know basis.
Not much interaction has happened between the two of them, but Mercury was the one who prevented Ruby from saving Penny Polendina during the Vytal Festival Tournament. Mercury was delighted by Ruby's sadness over Penny's death. When fighting her at Haven, he mocked her when she briefly dropped Crescent Rose, recalling their encounter at the stadium when she had no weapon, only to get headbutted in the face.
In the RWBY: Official Manga Anthology, a graphic art collection of supplemental stories, Mercury persuades Ruby to dance with him during the Awards Ceremony. However, he makes the girl extremely uncomfortable, forcing Weiss to break them up.
Mercury and Yang faced off against each other in the first finals round of the Vytal Festival Tournament, in which Mercury participated in a set up to throw the fight and make it look like Yang attacked and severely injured him after his Aura was depleted. They later battle again in "The More the Merrier", with Mercury mockingly asking Yang for an apology for "injuring" him during the tournament.
In "Extracurricular", Mercury tests Pyrrha's skill in combat while not revealing too much about his own fighting style. He then concludes that Cinder Fall should be able to fight Pyrrha without a problem. He is later proven to be correct, although not completely, as Cinder shows signs of having difficulty, in "End of the Beginning".
Marcus was Mercury's father. Not much about their relationship is known, but it is likely Marcus, a skilled assassin, trained Mercury to fight. Ultimately, Mercury killed his father, for reasons unknown. However, it is presumed from "I'm the One" that Marcus abused and mistreated Mercury. In the end, it is made very clear that Mercury despised him, spitting disrespectfully shortly after killing him. It does appear that despite hating his father, Mercury did at the very least respect his abilities as an assassin, agreeing with Cinder that Marcus had trained him well. He also continuously makes quotes that his father had said to him and talks about him rather frequently, considering his supposed hatred for him. It was alluded to that Marcus was an alcoholic in Mercury's observation of Qrow Branwen, also a now former alcoholic, noting the similarities in their odors. Marcus' supposed alcoholism was likely a factor in his son's low opinion of him.
In "Lost", according to him, his father always hated him and he never went easy on him during training. Once his Semblance was unlocked, Marcus used his Semblance to steal his and told him that he would get it back once he got stronger, but he never did after Mercury killed him.
Later on, during the Vytal Festival, Mercury recognizes Qrow during his altercation with Winter Schnee at Beacon Academy and is quick to tell Cinder. He states that he knows it is Qrow by his hair, smell, scythe, and their previous encounter.
Glynda only knew Mercury as a visiting student from Haven. She is unimpressed with his arrogance in wanting to spar with Pyrrha when she had just finished a match, as well as his easily quitting after Pyrrha agreed. Like everyone else, Glynda did not pick up on the fact that Mercury was putting on an act in order to gather information.
Mercury accompanies Cinder, Emerald, and Watts in hopes of obtaining the Spring Maiden from the Branwen Tribe's leader. Mercury tries intimidating her but becomes incensed when Raven throws his attempt back in his face.