Sinis, Christ was quoting Hosea 6:6 when he said that His Father desires mercy, not sacrifice. That passage and chapter and book is talking about the LORD, or YHWH.
So I think he does quote YHWH as his father. But too many attributed acts to that same God, which were not required of them, from Him. If we look through Christ, then we can more easily see the difference between what God wanted or did, and what the people thought He wanted or did.
Tammy