In the promotional posters, Grell is shown wearing her iconic red coat while standing next to Madam Red who is wearing the exact same coat. It is revealed in the show, that Grell obtains the jacket by stealing it off of Madam's dead body.
When the Double Charles appear, they perform a sequence that should have happened approximately four months after the events of 'Lycoris That Blazes The Earth" as it was in the source material.