The Other Darrin: Completely averted in the Japanese version. All the cast members from the drama CDs reprise their roles for the anime series.
For the English dub, this trope is played straight for every character that appears both here and in the anime of Fate/stay night, due to the dubs being handled by entirely different companies. This is especially notable in the cases of Gilgamesh, Kiritsugu and Kotomine, since the actors who played them in Fate/stay night are also in the dub of Fate/zero, but they play different characters.
What Could Have Been: There could've been a subplot where one of Assassin's personalities, a little girl, would've forgotten her identity. Waver and Rider would've taken her in, only to have to make a difficult decision once her identity came to light.
Word of Gay: While it's not exactly a surprise to anyone familiar with Alexander the Great and his widely speculated bisexuality, Gen Urobuchi confirmed the orientation for his Fate/zero counterpart when discussing how events would have turned out if Kayneth summoned Rider as he intended instead of Lancer (Answer: Rider would have attempted to bed Sola-Ui and Kayneth).