Anne and her mother talk about an act that would make Lady Warrick dead and Lady Warrick tells Anne that Richard can divorce Anne and keep all her money because they did not have a Papal Dispensation since they were cousins and she had been married to his cousin. However this is not true. Richard and Anne got married in spring of 1472 and did get a Papal Dispensation around that same time.
At the very end of the episode, Lady Margaret crosses herself incorrectly. She touches her forehead, her chest, her right shoulder, and finally her left shoulder. In Catholicism, one crosses themselves on the left shoulder before the right.
When Elizabeth and Anne have an audience Elizabeth refers to Anne as Lady Anne. That would be the wrong way to address her. She was married to a royal Duke and would have been referred to as Duchess.