Final answer:
The idiom 'shooting the messenger' is related to the Roman god Mercury, known as the messenger god. Thus, Mercury would be the answer if this phrase were applied to Roman mythology.
Step-by-step explanation:
The phrase 'shooting the messenger' is metaphorical, meaning to blame the bearer of bad news, rather than the source of the news itself. In the context of the Roman gods mentioned in the question, Mercury is the correct answer, as Mercury is known as the messenger god in Roman mythology. Thus, if one were to take the phrase literally in the context of these deities, Mercury, being the divine messenger, would be the figure associated with delivering messages.