The final episode "Autokill" was the first and only one to be set in Geneva, home of Nemesis. Indeed, the episode revolves around an attack on The Champions' organization.
Richard wears a Sea Island cotton shirt. In the novels these shirts are the favourites of James Bond.
Eric Pohlmann, who plays Barker, provided the voice of Ernst Stavro Blofeld (Anthony Dawson provided the body) in 'From Russia With Love' and 'Thunderball'. Klein's reference to Richard's fine 'Sea Island cotton' shirt (a favourite of James Bond) is likely a sly reference to this.
When Craig and Sharon pull up in their car and spot the fake police car, they look around for the fake police station. Then Craig pulls up around the corner but the scenery behind them is still the same.