Just before Mr. Nancy encounters the young man who is chased by the police, they can both be seen walking past a wall on which you can clearly see the words "Somewhere in" followed by an American flag.
The King of Dwarfs refers to Wednesday's "eighteen charms." This is an allusion to a sort of poem Wednesday recites in the source novel. It was previously alluded to in A Murder of Gods (2017) when Wednesday told Shadow "I know a charm that can heal with a touch."
Wednesday toasts Nancy by saying "Tiger's balls to you." This is a reference to an Anansi story Nancy tells in the source novel. He tells it when the old gods first assemble at the House on the Rock.