Sirzechs in the last episode of the anime seems content that Issei took Rias away from the engagement ceremony and even Grayfia notes that he seems happy about the fact that it's "unfortunate" that the Gremory and the Phenex clan will not have any marriage whatsoever. The reason why he's happy about it is because it reminded him of his and Grayfia's circumstance when he married Grayfia, one of the servants of the Old Lucifer and at that time, it was a big no-no.
Issei Does Not Know His Own Strength. Normally this can be shrugged off as Heroic Self-Deprecation, but during the Mid-Class exam he attacked another low class devil (who may or may not have had the power to become mid-class) in Balance Breaker. If he had boosted at all, he would have blown the other person, an ally, in two.
CaoCao implants himself with a Medusa's eye to replace the one Issei shot out. What happened to the Gorgon?