When Cordy comes in with cocktail sauce on her shirt, Angel rushes out and asks if she's ok, thinking it's blood. It has been previously established that as a vampire, Angel should be able to smell if it is or isn't blood. We see this in episode 1x17 "Eternity" when client hands Angel a letter they think is written in blood and he immediately can tell it is not.
When Gunn and Angel begin to argue as a result of the effects of the Shroud, Angel mentions Gunn's sister. This is a reference to the events of War Zone (2000) in which Alonna, Gunn's sister, is captured and turned into a vampire. The mention of Alonna is further suggestion that Gunn's continued fight against demons is fueled by his guilt over her death and his failure to protect her.
When Kate interrupts the heist and Angel mentions her obsession with her father's death, he is referring to The Prodigal (2000) in which Kate's father, Trevor, is killed by a vampire associate of Wolfram & Hart.