So just leave 4 connections with the merc cap near the center? And arrange em like the spokes of a wheel emanating from the merc? Like an giant X? Connecting only at the hub? Like this?
That works good as well. Maybe even better. The merc must have some access to all these locations though, as it facilitates carrying out its job and gives its units greater mobility.
The only downsides with your suggestion is R'lyeh would be limited a bit more, would need to purchase passage to get to 3/4's of them via direct sea route, rather than the 4 they would have unrestricted access to in the previous example, but if R'lyeh is not used, no problem then. If they were connected up any other way, R'lyeh would be be able to take the VP locations and pop up in your backyard. R'lyeh could also block the merc from access to one of the corners.
The merc would also not got the extra cap resource bonus.
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IMPERATOR·CAESAR·LVCIVS·SEPTIMIVS·SEVERVS·PERTINAX·AVGVSTVS·PIVS
Be harmonious, enrich the soldiers, and scorn all other men.
-Emperor Septimius Severus, to his sons shortly before his death, quoted in Dio Cassius (77.15.2).