COBRA refers to a Cabinet Office Briefing Room meeting at 70 Whitehall, where there are several such rooms for high level briefings.
Budd tells Julia that he'll put on the kettle because they can be dangerous. Keeley Hawes's character in Line of Duty (2012) was maliciously burned with boiling water from a kettle.
"Pascoe House" is actually 20 Old Bailey, London, England UK, the lettering on the building is "Twenty" in real life. Opposite is actually the Old Bailey Central Criminal Court.
SO15 is Counter Terrorism Command.
SFC is short for Strategic Firearms Commander. He or she determines the strategic objectives and sets any tactical parameters. Retains strategic oversight and overall command and responsibility of the situation.