How do we know that God works through sovereign grace?

The doctrine of sovereign grace posits that God, in His mercy, chooses to save certain individuals according to His good pleasure, as articulated in Romans 9:15-16, which states, 'For he saith to Moses, I will have mercy on whom I will have mercy, and I will have compassion on whom I will have compassion.' This emphasizes that salvation is entirely dependent on God's sovereign will, and not on human effort. During the sermon, it was highlighted that God's grace is what drives the completion of His church, moving 'from the ruins of the fall to citizenship of heaven'–a testament to His unchanging and gracious purpose for His chosen ones.