The name "Nana" might be a reference to Émile Zola's novel of that name. Nana is supposed to act naked as a blonde Venus. Nana in "Wilsberg" also works naked.
The episode's title "Schuld und Sünde" might be a reference to Fyodor Dostoevsky's novel "Crime and Punishment", which is called "Schuld und Sühne" in German.