Angie Harmon's ankle was actually injured on set during shooting, so the creators wrote it in to this and the next few episodes.
Many of the episode titles are also the names of songs; "All For One" is the name of multiple songs and albums by several artists, including Raven, Blackmore's Night, Diana Ross, and Stryper.
This episode is all about the color blue. If you notice in many scenes the color blue is showcased. It stands out all through the episode