The first set of mission milestones: Ponce, Lajas, Conando, Aricebo, Vieques, San Juan, and Coamo. All except Conando are the names of cites in Puerto Rico, where the show was filming for part of the season. Conando may be a clerical error, and the best possible fit might be Condado.
The episode title "Prisoner's Dilemma" refers to a concept in game theory which explores potential courses of action when members act in concert as part of a criminal conspiracy are captured by law enforcement: 1) maintain silence 2) cooperate with law enforcement in exchange for a lighter sentence.
Sonny said "This is starting to remind me of the ending of Butch Cassidy and the Sundance Kid (1969)." In said film, the protagonists in the aptly titled film die in a blaze of glory in a shootout with the Bolivian Army.
SAS - Special Air Service, the special forces unit of the British Army, they are trained to carry out the same type of operations as Delta Force and the DEVGRU; they specialize in counter-terrorism, hostage rescue, direct action and covert reconnaissance. Their most elite unit is the 22nd SAS, which is Brittan's equivalent of a Tier One SMU.
In the British Army the rank of Sergeant Major is actually in the Warrant Officer grade, not enlisted. Technically the rank no longer exists, it is a nickname for the rank of Warrant Officer, Class 1, the highest non-commissioned officer rank in the British Army.