i got my 1st from a chest after terra. my 2nd came from the treasure room
honestly, i think that pete or the treasure room are better bets than mercy if you have access to them. plus you are bound to get some other great stuff along the way to finding one --- Crazy? Crazy with low prices on Wind Brahmin. You buy one!!
On PT1, I was very lucky with the good doctor. Nabbed 4 or 5 of them, all non-elemental, over the course of a few days, maybe one per twenty attempts. Got my first fire one from the Treasure Room which, as others have pointed out, is more forgiving.