Knoxicrillion believing Earth is ruled by a singular king is common sci-fi joke about aliens asking to be "taken to [humans'] leader," typically the president of the United States in most movies.
Behrad asks Knoxacrillion if he gets a ride home with a "space cabbie." Space Cabbie is a character in the comics' future stories.
The song playing at the beginning in John Constantine's house is "Ever Fallen in Love" by The Buzzcocks, this foreshadows the ending when Zari sings it on "Da Thorne."
Gary is revealed to go into an animalistic side if he fights all-out in his true form; he meekly defends himself saying "you know what it's like when you haven't had bone marrow for a while," suggesting that his species need to eat live beings to keep themselves either in good health or properly satiated, the latter being more likely as he said that an AVA clone tasted delicious.
In the DC comics, Arkana is the homeworld of the Archai. It debuted in Anima #2 (April, 1994).