Kara barely appears in this episode. This is mainly due to Melissa Benoist spending the episode shadowing the director in preparation for her assuming the director's chair in the following episode. She was also well into her pregnancy at this point, and the show was reducing her scenes as a result.
This night on the CW the shows had a Lewis Carroll Alice In Wonderland theme with the Supergirl and Batwoman episodes each named for one of the Alice books: Supergirl with Alex In Wonderland and Batwoman with Through The Looking Glass.
The VR Hank Henshaw address SuperAlex transmitting on a higher-frequency, the same way that Lex did in the 1978 movie 'Superman'. He also uses the same dialogue about how she's the only thing with less than four legs than can hear the transmission.
The song Derek is playing is the show's theme after remix.
Kara is never shown as Supergirl, only Alex (and some random VR used) is shown as Supergirl in Obsidian virtual tech.