The Virtuous Bravo archetype for Paladins replaces the Mercy class feature with the Nimble feature from Swashbucklers. The magic item Merciful Baldric allows a paladin to choose three extra mercies they don't already know and add them to the list of mercies they can use for the day.
My question is: does the baldric allow a paladin who has given up mercy to gain access to mercies? Is it "the list of mercies they can use is empty", or "they can't use mercy at all"? Would UMD change the answer at all?
The Paladin's Mercy class feature not only allows them to select mercies, it is also the reason they can apply mercies to their Lay on Hands in the first place.
A Virtuous Bravo would access to three additional mercies (and it does seem that they would), but without the Mercy class feature, having access to these mercies is not enough to permit them to do anything with them.