It appears that you may be talking about a death occurring at Mercy Hospital, Oakland section of Pittsburgh, PA and are seeking a respositary for funeral records in that area. If I'm correct in the location, you may want to check the records and newspapers in the Pennsylvania Room at the Oakland Carnegie Library in Pittsburgh, PA. I don't know what year your relative died but another place might be the Pittsburgh Courier, and records in McKeesport, PA because the other place you note is around that city.
Good Luck! Jane