Ongoing Issues with Capital One Connections
At present Mercury is not able to link to Capital One accounts due to an ongoing issue involving the Plaid/Capital One connection, though this should be resolved soon!
This particular situation between Plaid and Capital One isn't just a technology-related issue, unfortunately - while this is an older article, Plaid and Capital One have had some ongoing data related disputes that have affected their connectivity between the two of them and Plaid's ability to easily troubleshoot and fix errors.
Here's some detail on that: https://www.americanbanker.com/news/in-data-dispute-with-capital-one-plaid-stands-alone ; the connectivity issues between Plaid and Capital One have been ongoing for over a year.
Note: You can still send funds from Capital One to Mercury via ACH or Wire This is usually a workaround in absence of this direct link/connection working.