When Nadia says "Spooky action at a distance", it is a reference to Einstein who described quantum entanglement that way.
This episode's title refers to "Schrödinger's Cat," a quantum mechanics thought experiment created by physicist Erwin Schrödinger in 1935, in correspondence with Albert Einstein. Season 2 of Russian Doll is heavily about the Holocaust and family history. Einstein and Schrödinger both fled Germany shortly after the election of Adolf Hitler because of their opposition to Nazism, though, for professional advancement reasons, Schrödinger--who unlike Einstein was not Jewish--did temporarily and unsuccessfully try to get back into the Nazi government's good graces by recanting his opposition and claiming he was a loyal Nazi. Schrödinger later claimed to regret his statement of Nazi allegiance and tried to explain it to Einstein.