Jane spends the opening of the episode listening to an album by the band "My Chemical Romance", the lead singer of which, Gerard Way, started writing for Doom Patrol in 2016, he then went on to write Umbrella Academy.
Shelley Byron is a gender flipped version of the comic book character Byron Shelley, a.k.a. The Fog. In the comics the Fog is a member of the Brotherhood of Dada, which was created by Mr. Nobody (who served as the main antagonist of season one), as an absurdist replacement for the Brotherhood of Evil, dedicated to spreading chaos. The rest of the Sisterhood retains their genders from the comic books.
Jane calls Madame Rouge "Doctor Who," a reference to the fact that Michelle Gomez played Missy in Doctor Who opposite Peter' Capaldi's Doctor.