When Francis Urquhart says "After life's fitful fever, he sleeps well," he is likening Henry Collingridge to the murdered King Duncan in Shakespeare's play Macbeth (Act 3, Scene 2).
When Mrs. Urquhart compares her husband to Richard of Gloucester at Baynard's Castle, this refers to Shakespeare's play Richard III, in which Richard (Duke of Gloucester, later king) conceals his intentions under a coat of false modesty and humility.