While in the police headquarters, Misty Knight reveals she is actually a Detroit Pistons fan. This is a nod to Simone Missick (the actress who plays Misty Knight), who is from Detroit Michigan.
Detective Scarfe is discussing the limits of police officers and states, "unless this sidearm that I'm wearing suddenly turns into a magic hammer...". This is a reference to Thor's Hammer, Mjolnir. He also states he witnessed the "incident" which likely refers to the attack on NY on the first Avengers movie.
Bobby Fish no doubt is a play on words. Bobby Fischer was a chess world champion who famously disappeared.
During this episode, Misty tells Scarfe "damn it, you just broke my concentration". Frank Whaley, who plays Scarfe, also played Brett in Pulp Fiction (1994); in that film he was asked by Samuel L. Jackson, "I'm sorry, did I break your concentration?". Jackson plays Nick Fury in the MCU.