The scene where Billy and Patty go back to Mexico to find more info about Marisol Silva is yet another nod to "North by Northwest (1959)." The scene is inspired by the scene in which Cary Grant's character takes the police to the house but no one knows what he's talking about.
The Rabbi that faints during the amputation is Aaron Greenberg, who is the show's co-producer in charge of post-production. The crew nicknamed him Rabbi Greenscreen that day.
This is a season of vulnerability for the characters but based on the David-and-Goliath mentality that ends with them getting hurt. Billy hadn't opened his heart to a woman in years and does so with Marisol Silva, but he quickly gets hurt.
The production team really wanted to shoot the final scene with Billy and Marisol at the Griffith Observatory, but it wasn't available during the original production schedule. Amazon allowed the production team to hold off on filming the scene until the observatory was available. After months of high winds and overcast weather, the scene was filmed on a clear and calm night, which allowed for the beautiful drone shot.
Originally, the producers and writers wanted to tell an entire backstory about Pete 'The Broker' Oakland (David Cross). The backstory would explain the origins of Tom Wyatt's company doing business with Gabriel, would kick off the conspiracy narrative, and present Pete's move to L.A. with his rock band (evidenced by his hair style). But the story line was cut last minute due to time and budgetary restrictions.