That's a very good question. I don't have an answer for you yet. Sam wouldn't either because his test subject set is nonexistent (Mercy has no children at all -- and he doesn't know any other walkers.). He's just speculating that whatever allows Mercy to change into a coyote, would also allow her to crossbreed with a werewolf. He's desperate. And he might be right.
How a werewolf would cross with a walker, I don't know. My instinctive answer is that any child of hers with werewolf genetics, the werewolf would be dominant. After all, the way most people become werewolf is that it takes over a human. I suspect it would take over a walker as well. I don't think you could be walker and werewolf at the same time. But maybe . . . Fun stuff to play with anyway <grin>