This is the second time Dwight's weapon stash had been confiscated. Among the known weapons confiscated were: a pair of nun-chucks, a Bowie knife with sheath, a sickle, ninja stars and a modern recurve bow. Dwight could also have a sword hidden, as he mentioned it while Andy was setting the conditions of the duel.
When Michael is standing in front of the head office building in New York, it's fairly obvious that he's actually in front of a green screen. It's not clear if this is a deliberate choice as an in joke for the line about 'getting out of Scranton', or purely for budgetary reasons, considering it would be expensive to film on location for that one very short scene.
Rainn Wilson (Dwight) has a large, unexplained broken blood vessel in his right eye in the episode. It can be most clearly seen in the scene when Andy and Dwight are arguing over Angela (13:00-14:00) and during his talking head segment.