At one point, Rev. Monkford's housekeeper reports that he was muttering something about "Do not talk at meals. Do not talk traveling." He was, in fact, quoting from a notice issued to the staff at Bletchley Park, stressing the importance of avoiding unguarded talk: "Do not talk at meals, Do not talk in the transport. Do not talk traveling. Do not talk in your billet. Be careful even in your hut. Do not talk by your own fireside." This was an allusion to the fact that he worked as a cryptographer (presumably at Bletchley) during the Second World War.
Thursday mentions an earlier police interview being conducted by a "DS Hillian". This character - promoted to Deputy Assistant Commissioner Hillian - features in an "Inspector Morse" story, "Second Time Around", set some 26 years after this "Endeavour" episode takes place, and centering around Morse's investigation of Hillian's murder on the night of his retirement from the police.
When Morse asks Rev. Monkford for his alibi on Monday night, Monkford replies that he was working on a sermon based on Matthew 7:7. For viewers unfamiliar with that verse, it is: "Ask and it will be given to you; seek and you will find; knock and the door will be opened to you."
Wallace Clark (the store owner) says that "Drinamyl has been illegal as of last year." This dates the events depicted to 1965, as it became illegal in Britain to possess or import amphetamines (such as Drinamyl) in 1964.
Morse points out that a particular clue in the Rev. Monkton's cryptic crossword will help him. The clue is "Running over a dune is an effort (9 letters)." The answer is ENDEAVOUR (an anagram of "over a dune", with the meaning "effort" and the word "running" indicating that an anagram is involved).