Astolfo is a male character, but has a feminine appearance and voice in the show. This homages Astolfo's European legend "Orlando Furiosa": Astolfo's cousin Orlando (also known as Roland) went mad over the loss of his love Angelica, and Astolfo, described as very fair and beautiful, dressed up as a girl to keep him happy.
Atalanta bears the ears and tail of a cat. In Greek mythology, Atalanta was cursed to become a lion after disrespecting the gods.
The term "Apocrypha" refers to something that is unofficial or obscure. It fits as this series is unconnected to any of the events of Kinoko Nasu's "Fate" series.
Fiore Yggdmillenia's wheelchair has "Tyre-Boon" written on it. This is a homage to Type-Moon, "Fate" creator Kinoko Nasu's production company.