Hard focus on me and no team support, how to deal with it?

While switching to a different character is certainly a valid tactic, there are a few things you can at least try as Mercy before giving up.

Your dash is your main safety valve. Try and be aware of where your teammates are, and who you can dash to to get out of trouble.

It's especially useful to dash to someone at a higher elevation. Mercy's ability to slowly float to the ground lets her stay in the air for quite some time. This could make you a more obvious target if your enemies are paying attention to the skies, but if they're already focusing on you that's not a big deal. It can be very helpful to have a Pharah around, so you can fly up in the air with her.

Also, consider staying back behind most of your allies. If your tank runs off to attack the other team by themselves, that's their mistake. Don't encourage them by following. If every time they back up to the group they get healed, it will give them incentive to group up more.

Either dash to a further teamate and if it doesn't keep you safe long enough or you need something else... swap character

Overwatch is a game where you should stay light on your feet in all the ways possible, and swapping characters is one of these ways. If your support is being countered by large tanks dashing onto you, 2 other support characters would help you out.

Lucio is able to push back these large tanks and run away with a wall ride.

Zenyatta can discord orb these tanks and do some damage himself. And, with the help of his team, kill the threat.