In the comics, Jack Duquesne is known as the Swordsman and knew Hawkeye when he was a youth. The character was a villain in the early days of The Avengers comics. In the comics, the Swordsman was also romantically involved with Mantis.
This is the first time in the MCU that Clint Barton is depicted as hard of hearing.
The stage musical, "Rogers," is a reference to an actual aborted 1980s project for a Captain America stage musical.
Ant-Man being in the Avengers-themed musical (despite not being involved in the Battle of New York) is probably a reference to the fact that original Ant-Man, Hank Pym, was a founding member of the Avengers in the comics, unlike, ironically, Captain America, who wasn't saved from the ice until after the group was formed.
The hotel the party takes place in and where the auction is held is the same one owned by Wilson Fisk A.K.A. Kingpin in Season 3 of "Daredevil".