Near the end of the series Elijah discovers that their universe is actually two dimensional at its foundation, and their perceived third dimension is a sort of unreal hologram or projection. Which is precisely true: at its base Planetary is two dimensional images printed on paper, and their perceived existence only takes place when the reader projects them into his or her mind.
This is also a possible reason why we never see the escapee from Planet Fiction, or at least not knowingly: the entire comic is fiction, so he blends.
In issue 8, almost all the storylines mentioned by the deconstructed Superman analogue are stories that were actually printed in the Dark Age, and happened to either Superman or Miracleman.
Jakita, the only woman among the main characters, is presented as pure sex in a leather catsuit, right? But read the comic carefully and note she never shows even the tiniest bit skin beyond a rather modest decolletage, and is never suggested to have the slightest sexual or romantic interest in another person besides Jack Carter, with whom she doesn't exactly spend a lot of time. There's a huge subversion of the whole Love Interest/ Sex Object paradigm going on right under our noses.
When the Four need someone on the field, it seems they almost always send Leather or Greene. Snow explains this as Dowling and Süskind manipulating the other two, using them as Dumb Muscle... But there is another reason: Leather and Greene are shown to be highly resistant of damage, whereas Dowling and Süskind aren't, as evidenced by the way they die. The trick Snow pulls on them wouldn't have worked on Leather and Greene, so the Planetary had to get rid of those two first, before they could engage Dowling and Süskind.
The penultimate issue is the final fight against series Big Bad, the Four — or at least its surviving members. The final issue is the much less dramatic rescue of missing member Ambrose Chase. In most series, it'd be the reverse, but Planetary in general and Elijah in particular view their job as protecting people and knowledge rather than indulging in fights. In the long run, Snow thinks of the Four as an obstacle, whereas retrieving Chase is a goal in itself.
The Jack Carter story-within-a-story in issue 8 strongly implies that not only has the British government hired someone to kill a pregnant woman and thus prevent the Second Coming, but that this isn't the first time they've done it, either.