Author Existence Failure: Kouhei Miyauchi, the original voice actor for Chang Ang, died in June 1995 due to abdominal varices, so Takkou Ishimori replaced him for the remainder of the second season.
I Am Not Shazam: "Magic Knight Rayearth" refers specifically to Hikaru and her Mashin, not the entire trio (who are just "the Magic Knights").
No Export for You: Well partially...for the longest time the R1 DVD releases were missing the second opening "Kirai ni Narenai" and the third ending "Itsuka Kagayaku" due to only openings 1 and 3 and endings 1 and 2 being dubbed, though they were included as extras on the old R1 DVD's, eventually this was fixed in the remastered R1 DVD's and the Hulu streams, so after so many years we finally got all 3 openings and all 3 endings in Region 1 land with the original Japanese credits, episode titles and next episode previews intact.
Before Media Blasters had licensed Rayearth, a pilot was dubbed in 1995 by Ocean Studios and used the names suggested by TMS International's catalogue (Luce, Marine, Anemone), that had also been used in other foreign-language adaptations. It would have possibly aired on Fox Kids, but the deal for the series fell through. At least 12 other episodes were dubbed in total through the Summit Media Group (who may have also redubbed the first episode for the TV run) before production ceased, and the series was given a completely different opening theme. The pilot will be a bonus feature in Discotek's Blu-ray.
Working Designs had issues over naming the characters during the game's development, as they'd wanted to use their own set of names at first, but were then ordered by TMS to use their set of names (Luce, Marine, Anemone) for the game. They fought over it, and eventually wound up having to use the Japanese names in the end.
The Mixx translation of the manga (by Stu Levy) was going to use the names "Blaze" (Hikaru), "Nautia" (Umi), and "Windi" (Fuu) for the three leads, but wound up using the original names in the end. Another alternate set of names considered were "Lustere", "Marin", and "Wyndy".