Hi Skaye
I think you have bare bones of a good blues song, Lightnin Hopkins, Seasick Steve, Malcolm Holcombe come to mind at the moment but there are many more, so I would suggest listening to some of their songs for ideas on how they incorporate the slide with fingerpicking which you can already do, maybe something like 'Man From Another Time' by Seasick.
The lyrics you currently have would make a good chorus to me so I would build verses around this, maybe this character has blood on his hands etc which why he is begging for mercy.
Just my thoughts, hope they help