Loved the lyrics when you posted them, and you've done a great job of turning them into a song. Loved the guitar and percussion, and the vocals are spot on. Some jazz guitar might work, but so might some slide guitar - the theme cried blues more than jazz to me. I was disappointed the mercy line as sund at around 2:20 didn't appear again as I loved it. Using that at the outro would be more emotive, or even switching between long and short- mercyyyyyy, mercy, mercyyyyyy, mercy. You could use to add some instability at the end.
Great work,
Mike