'All of these mercies are granted by Our Lord. However, we are not thankful.' 'Although Our Lord has granted us all these mercies, we are not thankful.' 'Even though Our Lord has granted us all these mercies, we are not thankful.' 'Though Our Lord has granted us all these mercies, we are not thankful.' 'We are not thankful, although / even though / though Our Lord has granted us all these mercies.' 'While' (=whilst) can also mean 'although' and is then usually placed at the beginning of a sentence: 'While (=whilst) Our Lord has granted us all these mercies, we are not thankful.'

1. "All of these mercies were granted by our Lord, though we are not thankful." or "All of these mercies were granted by our Lord, however we are not thankful." or "All of these mercies were granted by our Lord, whilst we are not thankful." 2. Remember that you must have a verb in the first portion of the sentence. "Mercies *were* granted"...not "mercies granted." 3. Be careful with your use of "whilst." In some English-speaking cultures (other than UK) it is considered an archaic and outdated form of the word "while." In the UK, it is apparently more common. 4. "While/ whilst" can be used to say "during" OR "though / however." These two meanings are completely different, but it appears you mean "however" by the context. Hope this helps! :)

The sentence is correct but a little ambiguous. Instead consider: We are not thankful for all of these mercies granted by our Lord. This is more direct and clear.