I like
Mercy. I don't see as trashy at all. It is very Puritan to me but I do like it. It is old fashioned, has meaning and is off the beaten path. It is the same style as
Grace,
Faith and
Hope so it not that unusual.
Mercy Lorraine - ok
Mercy Bernadette - very religious
Mercy Aletha - not my style
Mercy Caroline - my favorite out of your choices
Mercy Marie - sounds too much like "
Mercy me!"