16 across
A
burden
for
a
Titan
in
debt
–
Lord
have
mercy!
(1,3,3)
A burden for a Titan in debt – Lord have mercy! (1,3,3)
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The definition is at the end of the clue.
How the clue works
The phrase Lord have mercy! is an exclamation of exasperation, just like "I ask you!". The wordplay takes A SKY (the burden a Titan such as Atlas has to carry) and slots it inside IOU (a debt), so the I and the OU of the debt wrap around A SKY to spell out the answer.