Daphne's house is historical landmark Alder Manor in Yonkers, New York - the mansion of mining magnate W.B. Thompson. It was designed in a 20th century Renaissance Revival architectural style. It is rented out as event space, particularly weddings.
On their missing poster, Tilda Darlings (Sarah Hay) is listed at 5'7" and 26 years old; Hay is actually 5'3¾" and was 30 as of the film's release. Petula Thames (Imogen Waterhouse) is listed at 5'6" and 24 years old; Waterhouse is actually 5'6½" and was 23 (nearly 24) as of the film's release.
Rule I (titled at 7:50) is Everyone Must Play.
Rule II (titled at 30:15) is No Outsiders Allowed.
Rule III (titled at 47:30) is Nobody Leaves.
The chandelier and the room seen in the beginning of the film, before Petula and Tilda go to the mansion, is the same room that Daphne wants as a nursery and the same chandelier that appears in the sleepover scene.