Ice is a weak crystal. IF you could overcome the other problems like melt and seal, when you accelerate it to any useful velocity the ice shatters/crumbles along the crystalline matrix and you are just shooting water and fine snow. It doesnt even make a decent sabot. MERCURY has too many criminal consequences to consider shooting from anything in any way ...ever. It is a major legal no-no in all civilized countries and if ONE person even suggests you are doing it they come. The envirionmental people put everything they suspect has come in contact with mercury into big barrels and bill you thousands to haul it off, then the police types fine you heavily, then the gun police (BATF in US) get you criminally for illegal projectiles. Any mercury in any projectile is a crime, domestic AND international. All in all, a bad idea.