The mission becomes available after completing The Joys of Civilization in the RDR2 Story Mode.
The Mercies of Knowledge Mission Walkthrough
The Mercies of Knowledge - Part I
An eccentric man is looking for some moonshine.
This stranger is a professor located in the Saint Denis slums in the northeast of the city.
The Mercies of Knowledge - Part II
Arthur asks his contact about help locating all the moonshine he needs.
After the cutscene, head to the Rhodes train station between 6am and 6pm and ask Alden, the clerk, about the moonshine.
The Mercies of Knowledge - Part III
Arthur ambushes a wagon carrying a shipment of moonshine.
Read the note in your satchel, then make your way to the ambush site at the three-way junction in Bluewater Marsh, north of Saint Denis. This is a fairly routine coach robbery: call out to the driver to make him stop the wagon, then move to a position where you have a good angle on the guards and take them all out in rapid succession. As you drive the wagon back to Professor Bell, be mindful that your cargo is fragile: you need to move slowly and carefully to avoid bumps.
The Mercies of Knowledge - Part IV
Arthur visits the Saint Denis police chief to get a permit for Professor Bell's experiment.
After the cutscene, ride to the police station and talk to the chief behind the counter. In exchange for the permit required by the professor, he demands a payment of $100. If you negotiate, you can haggle this down to $50. Asking aggressively has the opposite effect, bumping up the price to $150. Pay him, then return to Bell.
The Mercies of Knowledge - Part V
Professor Bell has an idea for a suitable test subject for his invention.
The professor, still in the Saint Denis slums, now asks you lo capture a subject for his experiment - a bounty by the name of McDaniels. Read the poster in your satchel to reveal the whereabouts of your target, who is found to the northwest of Emerald Station.
The Mercies of Knowledge - Part VI
Arthur tracks down the test subject for Professor Bell.
The man has set up camp with multiple companions just north of the railway. Stealth is not an option here, and the bounty will attempt lo escape soon after you are detected. It therefore makes sense for you to remain on your horse the whole time.
Dispatch a few enemies, then chase your target as soon as he flees. You must capture him alive, so lasso and hogtie him, then take him back to the professor in Saint Denis, being ready for a potential ambush on the way.
The Mercies of Knowledge - Part VII
Professor Bell demonstrates his invention to the public.
The finale of this mission takes place in front of the gallows in the center of Saint Denis, at least 24 in-game hours after the previous step. Loot the body of the professor before you leave to obtain the electric chair blueprint.