Making Don Dugo de Pato an ancestor to the Coots instead of the original McDuck ancestry fits well because A) drawing attention to the more obscure side of Disney instead of relying on the more established legacy, B) he's ostensibly Spanish, not Scottish.
It's rather odd that the Roman gods reside on a World Tree, rather than Mount Olympus, in "World Tree Caballeros". But it makes much more sense when you learn they were intended to be the Norse gods, and the World Tree was intended to be Yggdrasil. Apparently, Marvel, now also a division of Disney, didn't want their versions of the Norse gods be "tainted" by these more comical Scatterbrained Senior versions, thus they had to be replaced by another pantheon, but they still kept the "giant termites gnawing the World Tree" plot for the episode.
Panchito is the odd one out with him carrying a spear while Donald and Jose have swords(well, Jose has a scimitar but that is still a sword). However, ancient Aztecs and other native American cultures did not have swords. They had bow and arrows, slings and throwing lances(which were basically wooden darts). They did have some close-range weapons though, most of which were wooden and had obsidian blades on them. What is the closely thing we have to wooden weapons with blades on the end? Polearms. Thus the spear.