I expanded my search to include some similar qualities like grace, charity, and gentleness, since I didn't come up with much for either truth or mercy! There still isn't a ton here, but hopefully this helps. (Also, for what it's worth, I like Verity a lot as a name in its own right.)
Alethea/Aletha/Aleta/Letha - derived from a Greek word meaning "truth"
Elvira - "all true"
Sanna - Swedish short form of Susanna, but can also be derived from Swedish word for "true"
Clementine & variants - merciful
Mercedes - mercies
Eir/Eira - means "mercy" in Old Norse
Eskarne - means "mercy" in Basque
Amara - grace
Charis - grace/kindness
Aglaea/Aglaia, Euphrosyne, & Thalia - The Three Graces/Charities
Sanaz - may mean "full of grace" in Persian
Ruth - just one letter off from "truth," and thesaurus.com has it listed as a synonym for "mercy"
Caoimhe/Keeva - beautiful/gentle/kind
Vieno - means "gentle" in Finnish
I love Mercy and Verity, they're both lovely. I love the option of Clemence or Clementine as well. I also think True and Truth both make beautiful options.
Verina/Verena, Verdad, Vera, Verona, Veronica, and Veronique are great options.
Alethea or Elethea are beautiful as well.
Mercedes, Grace, Honor, and Hannah could all be options as well.
Ruhama or Ruchama means "mercy" or "compassion." I like Rue as a nickname too.
Aletha/Alethea means "truth."
Hanan means grace/mercy/compassion. It is used for boys in Hebrew (the female form being Hannah) and used itself for girls in Arabic. If you count the grace meaning and Hannah one could reasonably branch out to all the etymological descendents of Hannah, which are the entire Anne/Anna family.
Anna, Hannah, Anya, Anita, karis, Charisse, annalie are just a few I've found. I have two nieces, both born in June, both have names that are a derivative of grace (grace and Karis). I am due to have a daughter on the fourth of July, so my husband and I have been looking at this too in case we have to keep with the pattern....small world:-) Good Luck!
Atticus Nathaniel = from Athens, Gift of God) but Atticus is so strongly associated with the just and noble Atticus Finch, so when I tried nailing down the "feel" of our naming style, and what I hold as important (I have Prov. 3:3 on my necklace "let not mercy and truth forsake you") I want a girl's name that conveys this!