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As noted in the main page, Lily from "Amateur Night" has a Meaningful Name that seems to be a reference to the mythological succubus Lilith. By connection, her deformed, talon-like feet might be a nod to the Burney Relief, which depicts a nude, goddess-like figure with wings and talons that was thought at one point to be a depiction of Lilith.
On a second viewing of "Amateur Night", I also noticed that Lily appears prominently in the background a few times in the bar before she's actually introduced - most notably, she comes down the stairs immediately after the main characters do, possibly implying that she may have stealthily followed them there.
The party-seekers from "10/31/98" tease one another while they search the house, and one of the things they joke about is "people reaching out of the walls". Whatever the malignant presence that they freed with the girl was, it was already listening to them before they went upstairs.
"The Second Honeymoon" is a Double Meaning Title; it can refer to either Stephanie and Sam on their roadtrip, or her Psycho Lesbian lover killing him and them escaping together.
Given the Book Ends wrap-up of "The Sick Thing That Happened To Emily When She Was Younger", one has to wonder if the girl whom Emily said missed work because she was sick was actually recovering from her own ugly encounter with the child-aliens. Just how many young women has James been setting up to be exploited by them?
Aside from any horrors that might await Lily's last victim in Amateur Night, consider Lisa. She might have avoided getting murdered like everyone else... but what happens when she wakes up in a bloody room with two bodies? She'd be the prime suspects for a double homocide, maybe quadruple even with the lack of the other two bodies...
Thankfully there'd be no evidence that she'd done it (she was passed out on the bed throughout, so her prints wouldn't be everywhere like the three men and Lily), but still a lot of psychological damage.