Sublimation would have eliminated an icecap on Mercury
over 4 billion years.
If a comet impact, perhaps 60 million years ago,
is the source of the mercurian icecap, 60 million years
is still too long a time for such an icecap to endure with
measurable sublimation occurring.

I can't rule out a deep fissure on Mercury's nightside,
or near its transient terminator, as the source of the water molecules..
That would mean the erupting water molecules and
fissure would have a strong IR signature against the cyrogenic-cold
background on Mercury's nightside that can be detected
by a spacecraft.
Does MESSENGER have an instrument or imager that is sensitive enough to do the job?