Hawkeye was shot in NYC in December 2020 through April 2021. Similar to the owl that Hawkeye finds in the Rockefeller Center tree, the real tree brought to Rockefeller Center for Christmas 2020 famously did bring with it a tiny adult male saw-whet owl, nicknamed Rocky, who traveled 170 miles with the 75-foot Norway spruce from Oneonta in upstate NY. Rocky was rescued from the tree and sent to Ravensbeard Wildlife Center.
Shortly after they enter the party, Clint asks Kate to list all the threats and assets at the party. The first threat she mentions is Gary, the only person who ever fired her. Gary was the catering manager in Never Meet Your Heroes (2021). Kate disguised herself as a caterer to try to sneak into the underground auction.
Marc Shaiman: a composer known for Smash (2012), Hairspray (2007), Mary Poppins Returns (2018) and South Park: Bigger, Longer & Uncut (1999) (not to mention the song "Save the Day" from this series) is the conductor of Rogers: The Musical.