Crossover Cosmology: In addition to Wright's own creations, the world of the Dreaming includes angels and fallen angels, beings from Greek, Norse, and Celtic mythology and Arthurian legend. Plus lots of briefer references, see Shout-Out below.
Curb-Stomp Battle: Acheron vs the US Pacific Carrier group. Also Acheron's archangels vs the 105th Fighter Attack Squadron. On the other hand, mortal technology is quite good at wiping out non-immortal bad guys.
Reason You Suck Speech: Titania points out how all of Merlin/Azrael's machinations to save Britain bore bitter fruit. The "necessary" lies were covered by other lies which led to the fall of Arthur. At the end, he gets the same treatment from Prometheus about his schemes that encompassed most of the plot.
Selkies and Wereseals: Selkies refer to the skins as "jackets," and they can be made from any species' flesh. Weirdly enough, this is also played for comedy: high-ranking selkie switch skins so often the lower ranks are perpetually confused about their identities.