In her biography there are many photos of her and her family (family portraits, childhood pics etc); it also includes a photo of Mercedes lying on a bed dressed in a habit (I think it's the habit of the Order of Saint Francis, but I could be wrong -maybe it was a Benedictine habit now I think of it). There's a similar photo of her sister-in-law, the Infanta Isabel lying also in a nun's habit in Paris, where she died fifty years later, in 1931.