During the events of "Midnight", Mercury moved from taking orders from Cinder to Salem herself, with Mercury himself making it clear that Salem had other plans for him.
Mercury posed as a student from Haven Academy for the entire semester leading up to the Vytal Festival. He managed to avoid drawing suspicion to himself thanks to Headmaster Leonardo Lionheart forging documents for Cinder's Faction.
As seen in "Lost", Mercury believes that he was in the place where he believes he belongs within Salem's Inner Circle and somewhat believes in her offer of making him one of the "top dogs" in the new world she is building.
Later in "Midnight", its been shown that Salem herself has personally accepted Mercury as a subordinate and has now relegated him from Cinder's command to her personal command. This is seen where Salem sent him together with Tyrian Callows to Vacuo. Although, after learning Salem's true goal, he starts to question his position.
Marcus was Mercury's father. Not much about their relationship is known, but it was likely Marcus, a skilled assassin, trained Mercury to fight. Ultimately, Mercury killed his father, for reasons unknown. However, it was presumed from "I'm the One" that Marcus abused and mistreated Mercury. In the end, it was 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", Mercury stated that 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.
He originally appeared to be quite loyal to Cinder, following her orders dutifully, but he was 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 showed some concern toward Cinder after her defeat by Ruby Rose. After learning about her defeat in the Haven Vault, Mercury lost confidence and even retreated from battle. In "So That's How It Is", he and Emerald were shocked when they learn from Salem that Cinder was still alive.
In "Lost", he stated 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.
When Cinder returned to Salem's Faction in "Divide", unlike Emerald who was clearly ecstatic, Mercury looked overall uninterested and said nothing.
In "Midnight", Mercury was shown to now make his dislike for Cinder known to her face. This was seen after she regained consciousness in Monstra, he openly defied Cinder's orders and no longer showcased any fear for her. He also stated that he no longer followed Cinder's orders but Salem's.
Emerald regularly worked with Mercury when he was still a part of Cinder's Faction. The two seemed to have an easygoing relationship, though Mercury actively attempted to annoy her, more often than not succeeding. In "Beginning of the End", it was revealed that Emerald initially protested Mercury's recruitment.
Emerald was shown occasionally attempt to bribe Mercury to refrain from bothering her with stolen Lien. In the "Best Day Ever", after Mercury refused a bribe he replied, "You want me", implying a possible physical attraction between the two. However, when it mattered they worked well together, even joking with each other after killing Tukson earlier.
In battle, Mercury easily coordinated with Emerald in defeating their foes, such as during the Vytal Festival and the attack on Haven Academy. With Emerald casting hallucinations on their enemies, Mercury was given the opportunity for surprise attacks.
Emerald remains the only person that Mercury has shown any real concern for, taking on a more soothing tone whilst urging Emerald to retreat from Haven whilst the latter was still in grief about losing Cinder. In "So That's How It Is", he stood up for her when she was threatened by Tyrian.
In "Lost", when Mercury was brutally honest about Cinder never caring about her, Emerald attacked him in a fit of rage. He told 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 was, initially shocking Emerald on his viciousness at his own emotional outburst at her.
After their fight, Emerald appeared to attempt to properly apologize to him, showing that despite their hostile relationship, Emerald at least considered him something akin to a friend. Though, she was distracted before she could say much.
It was notable, however, that Mercury was unsympathetic to Emerald for her reasons for joining Salem and her own hardships in life. He told her he didn't want to be part of her "crisis of identity" when she began to question their actions in Cinder's absence. He was harsh with her and used demeaning language, saying he was sorry she didn't have a "mommy" to love her.
Both Emerald and Mercury were shown to be disturbed by Salem's actions, showing fear when seeing a Seer, and when Salem mutated the Beringels. They also showed disgust in regards to Tyrian, who threatened and taunted both of them on different occasions.
As seen in "Midnight", Mercury was shown to have a level of care and concern for Emerald, albeit hidden through his rough and blunt disposition. This was seen where he attemptes to stop Emerald from continuing to blindly follow Cinder by giving her assistance and covering for her during her reckless pursuit of power and bluntly stated that Cinder didn't truly care for her to both her and Cinder's face.
Albeit blunt and slightly insensitive, it has been implied that this was Mercury's way of showing his concern for Emerald due to Cinder potentially dragging her down with her by angering Salem due to going behind her back and defying her orders or Emerald getting killed during Cinder's desperate and reckless attempts to gain power.
In "War", after Emerald learned of Salem's true goal in acquiring the Relics, Emerald immediately went to Mercury with her newfound information and attempted to dissuade him from continuing to follow her orders to go to Vacuo out of concern for him.
During this argument, Mercury clearly tried to dissuade Emerald from doing anything to go against Salem and showed clear concern for her through his usual rough and harsh demeanor for Emerald.
Later after Tyrian personally came to collect Mercury for their trip to Vacuo, Emerald had a clear look of concern and fear for him, with Mercury acknowledging and returning her concern by nodding his head in goodbye as he left in an attempt to reassure her.
Mercury is currently unaware of Emerald defecting from Salem as he was sent away with Tyrian to Vacuo.
Mercury and Roman didn't see eye to eye and Roman even went so far as to brandish his cane in a threatening manner towards Mercury, who insulted him moments earlier.
Mercury was 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.
After Roman's death, Mercury likely didn't care that he was dead.
Their current relationship is unknown, but they did participate together with Emerald and Cinder in the Vytal Festival.
Mercury is very cautious and fearful while in Salem's presence, quickly heading for the door when he notices her 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.
In "Midnight", Mercury was prompted by Salem to be a member of her inner circle. He later kneels with the rest of the group on the bridge.
In "War", he is sent to Vacuo along with Tyrian on her orders. Mercury also adamantly refuses to believe that Salem is plotting to destroy the world until the theory is confirmed by the other man, at which point he is visibly unnerved.
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.
Later in "War", Tyrian has been assigned as Mercury's partner in Salem's plans for Vacuo and sent the two there in advance for a new assignment, as seen where Tyrian himself personally came to collect Mercury for their journey. During this interaction, Tyrian acted overly familiar with the assassin, repeatedly wrapping his arms and tail around him in an obvious and effective attempt at discomforting him. Despite being of equal rank by this point, Mercury continues to be intimidated by Tyrian and unable to retaliate against him, which the other man delights in.
As seen in their interactions, it's obvious that Mercury is still disturbed by Tyrian's obvious insanity and his apparent lust for the destruction of the world. Tyrian in turn aware of Mercury and Emerald's growing fear of Salem and desire to flee, has made a point of subtly threatening them to keep them in line.
Mercury's relationship with Watts was one of mutual dislike, as seen when Arthur greatly enjoyed 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, Arthur further reinforced 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 was unknown, but it was shown that they worked well together when in battle, as seen when 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 of Knowledge.
Hazel in return displayed a degree of care for both Mercury and Emerald, as seen when 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.
In "War", Mercury was shown to have developed a genuine respect for Hazel during their time together working in furthering Salem's plans. This was seen when he showed a strong respect for Hazel's strength and power and used him as an example of the error of going against Salem after hearing from Emerald about his numerous attempts to kill Salem. Mercury is currently unaware that Hazel betrayed Salem after learning about her real goal.
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 Academy, 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 Schnee 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 tested Pyrrha's skill in combat while not revealing too much about his own fighting style. He then concluded that Cinder Fall should be able to fight Pyrrha without a problem. He was later proven to be correct, although not completely, as Cinder showed signs of having difficulty, in "End of the Beginning".
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 Academy. She is unimpressed with his arrogance in wanting to spar with Pyrrha Nikos 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 Raven. Mercury tries intimidating her but becomes incensed when Raven throws his attempt back in his face.
In the episode "Beginning of the End", Mercury was seen alongside Emerald and Cinder, attempting to seize the Fall Maiden's power. However, Qrow interfered before they could claim all of it.