You can use only ALA for mercury and arsenic. You need also liver and kidney support during chelation.
DMPS is better than ALA because of long half life but it is expensive and doesn't pass through blood brain barier. So if you have mercury ALA is obligatory, DMPS is not.
I'll tell you from my own experience that it's better to chelate metals then add Iodine protocol.
Make hair analysis and see what you have to chelate.