The outfits that Maggie Pole and Catherine of Aragon wear at the end are both taken from real life portraits of the two.
When Henry Fitzroy struggles with Latin Princess Mary tells him that he said father twice and makes fun of him asking if he had two. In fact he did have two. When he was about three his mother married Gilbert Tailboys.
When Mary finds the doll with writing on it it is translated as Spanish Dog however it could also be a way of calling Catherine a bitch.