The most common and most likely answer to this crossword clue is the 2 plus 3 plus 5 plus 3 plus 7 letter word BY THE SHORT AND CURLIES
I've seen this crossword clue in The Guardian
B
Y
T
H
E
S
H
O
R
T
A
N
D
C
U
R
L
I
E
S
Buddy explains!
The straight part
We know that "so at their mercy/so at their mercy" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case so at their mercy/so at their mercy = by the short and curlies.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.