Tom is driving Mary and Anna to the train station and Bates is out front saying goodbye. As the car pulls out we see Bates in front of Downton. It switches to a wider shot and Bates has disappeared. They go back to another camera angle and there's Bates, standing in front of Downton again.
When having dinner Mary tells Henry about herself and says that George being his grandfathers heir is neat and tidy to which Henry says "neat and tidy-ish" which is more of a 21 century way of saying it rather than 1925.
In the dining room scene with Gwen, Robert says he was prevented by Sybil from entering the library but didn't know why. In the first season episode when Gwen was being interviewed, Sybil had blocked him from entering the library, but told him about the interview in progress. He was exasperated that he couldn't go into his own library, while his maid was being interviewed for another job.