The names Svetlana and Anatoly (two of the Russians that were part of Jenny's and Gibb's assignment to kill) are also the names of a Russian couple in Chess (2003).
As Gibbs stands above the body bag containing Director Shepard, he grabs the zipper, considering opening the bag. He does not open it, but before he walks away from the autopsy table, a zipper is heard; suggesting a last minute rewrite of the scene. Ducky opened the wrong body bag before Gibbs arrived. The zipper sound could have been someone closing that body bag.
The cold open for this episode is only the "Previously on" segment.