All three of the children are screwed when WWII comes. Unfortunately, George is even more screwed than his cousins because he'd be fighting in the war and can end up in a concentration camp. A 1/8th Jewish person in a concentration camp — this is not good. Any Jewish blood was, to the Nazis, bad.
The introduction of Atticus, Rose's husband, who is Jewish, will also likely cause problems if there is ever a sequel series or movie that includes the WWII era (not unreasonable, considering the many time skips in the show). Will he become a target?
After discovering that the nanny originally hired to look after George and Sibby blatantly hated Sibby because her father was an Irish chauffer, it suddenly makes everything she did earlier look much creepier. Her ordering Thomas to not talk to Sibby initially seemed like her being overprotective and his refusal to pass along the message to not give Sibby an egg with tea ("Why shouldn't she have an egg with her tea?") came across as his usual jerkishness, but it makes one wonder: if the nanny had been trying to isolate the poor kid and begin starving her.
Could also be an example of Nice To Waiter being true. Someone being rude to their inferiors is a warning sign of their character, and it was not just "coincidence" Cora caught Nanny being mean; she was cruel all the time, and it showed in those red flags. Although Thomas was probably upset about being treated rudely by the Nanny on personal grounds, he also knows that is not how the Crawleys treat their inferiors and not the values they want being passed on to their kids.
It's likely both; Thomas doesn't like the way the nanny treats him largely because he doesn't appreciate being treated that way, and if she was polite and friendly he might not have bothered... but he's also historically been fond of Sybbie, and her nanny forbidding him from even talking to the child of a woman he respected would have made him furious for entirely different reasons. His tone when he asks indignantly why Little Sybil shouldn't have an egg just like George is very different from his usual manipulative politeness, which hints at him being genuinely protective.
In season 3, Larry Gray drugs Tom in order to make hi appear drunk and embarass him in a formal dinner; however, season 2 established that Tom has a heart murmur that prevented him from being enlisted for the war. Having a medical history of heart complications, as slight as they might be, the side effects of said drug could have been fatal for Tom.
Sybil had told Tom she wished she knew how to fix an engine. Its a clever way of her to express her need to be free. If only she knew how to drive and fix a car, she'd hop in and drive away from Downton and finally be free to be her own woman.
The TWoP thread for Downton mentioned how Robert and Cora lack parenting skills. This makes sense when you consider that the people that raised them wouldn't have been their parents, but rather a Nanny.
A lot of viewers talk about how sweet Mary's affection for Anna despite their difference in rank is. In fact, the friendship likely only exists because Anna is a servant: Mary, who is the type of woman who sees women of her own age and rank as competition, was able to open up to Anna because she isn't a threat.
When Mr and Mrs Bates go to dinner and are held up by the maitre d', the Countess swoops in and saves the evening, and among other career-flashing-before-his-eyes moments, she calls Anna by her given name. British society norms indicate this means that Anna is some kind of intimate, and the snob has made not just a large mistake, but a gigantic one.