Yes, both sides are after the MC, but for slightly different reasons. Phoenix think the Skull guild cleared the A+ dungeon before being wiped out by an unknown group, so their guild master built the MC up as a target by hiring very expensive protection for him in the form of the merceneries. The Phoenix guild leader said they were there to protect the MC, but he actually hired them to make it seem like MC needs protecting because he has secret information on the player murders, and who wiped out skull group in the A+ dungeon. Basically Phoenix is pretending the MC has knowledge about who killed Skull group to lure them in, without realising that MC actually does have that info, because he's the one who wiped them out.
Skull group are there because they think if they capture the MC they will be able to get information out of him on what happened to their guys in the A+ dungeon. Before the A+ dungeon Messiah were the ones who secretly partnered with skull group to kill other players, so thinking MC knows this (which he does), Messiah have paid the mercenaries more than Phoenix to get them to kill the MC instead of protect him, to stop their secret from getting out. Hiring mercenaries as assassins is also bad though, particularly for a 'saintly' group like Messiah, so the Messiah guy has joined the Skull guild in disguise to kill the mercenaries after the job is done.
Of course all of this is playing into the MCs hands, so it goes even further. It's actually excellent story-building, deception, and intrigue in my opinion. We're layers deep in the MCs complex web of double-crosses, connection building, and revenge; and it seems like it's only going to get deeper. I'm really enjoying it!