the arena used for the exterior shots during the Huey Louis concert is the rose garden arena (now moda center) in Portland Oregon, also could be seen, from the wide angle shot, is the veterans memorial coliseum (dark building with white stripe on the roof) and the top of the convention center twin towers (bottom right of screen).
Title is a play on the Hartford Whalers, a WHA, and then an NHL team that moved to North Carolina in 1997 and became the Carolina Hurricanes. No, it isn't. It refers to them being in Hartford and Huey Lewis, a singer, who is also referred to as a wailer. There was no mention of hockey.
At the time this episode was released, Huey Lewis & The News were signed to Jive Records, a Sony Music subsidiary company. King of Queens is released by Sony TV.