CEs for Merlin

Prisma Cosmos. 2030 is another good option, but you don't have one.

Out of those options the best are either Magical Girl of Sapphire, or Prisma Cosmos. Prisma will probably be better on long drawn out fights since you'll be able to NP multiple times, while Magical Girl is nice since it has that 40% start buff (and with only 1 merlin that gets you up to 60% right out the gate) so it is better for getting started and the NP gain up is very nice.

I prefer to use Cosmos myself since I try not to ever use his cards except for maybe at the start of chains for either a arts starting chain or buster starting chain. If you use him as such, then 8% per turn will prob beat out 25% NP gain I would think.

I just realized you asked which to put in your support list...oops but my suggestions still apply except I am not really sure how other people borrow because when I play FGO i just try to only use my own servants and I only borrow Mona Lisa/Lunchtime and Merlin doesn't really need much in the way of CE since his skills/NP are so damn good.

Hope some of that helps :)

Prisma ofc. Stacks with his passive, unlimited heling works.

2030 is other who is perfect for him as well, but you dont have, so...

For farming, I use a Grand Puppeteer which give 50% starting gauge and +15% Arts for 3 turns. That allows him to get out of the gate faster, and when the 1st wave is easier, I don't mind using him to build Art chains. (or even Art Brave chain) And when you're not also using a Waver, you'll need to use him at least a little.

Longer fights... probably Prisma, though against a first wave of tough Riders maybe a Volumen, or maybe Gentle Affection for high damage enemies because unlike Hans, his heals are tied to NP lvl and not OC, and I'll be lucky to even get NP2. We'll see as the Dantes event continues, because I might even continue to use Puppeteer, because if you can get that first NP out, and you have an Arts team/Waver to charge him afterwards, stacking his NP early would probably work out quite well.