The return of the Lone Gunmen nearly didn't happen as, in the intervening years, Dean Haglund had moved to Australia and couldn't be contacted. He only learned of the reunion when he saw an interview with Bruce Harwood at a convention.
In the beginning, Mulder and Scully watch a video of people hearing sounds of trumpets apparently coming form the sky. Although the video is fictional, the phenomenon does exist and it's called "The Hum", also known as "The Apocalypse's Trumpets" or "The Apocalypse's Sound". According to the ear witnesses, it consists of a persistent loud trumpet-like sound, with no clear origin, happening randomly around the world.
At one point Agent Einstein starts to tell Agent Miller "The most beautiful thing we can experience is the mysterious, the source of all true art and science". It's a quote by Albert Einstein, but incomplete. The full quote is: "The most beautiful thing we can experience is the mysterious, the source of all true art and science. He to whom the emotion is a stranger, who can no longer pause to wonder and stand rapt in awe, is as good as dead; his eyes are closed. To know that what is impenetrable to us really exists. This knowledge, this feeling, is the center of true".
Having two agents appear who appear to be Mulder and Scully clones was an avenue also explored in the Season 7 episode Fight Club (2000).
When Mulder and Dr. Einstein are in the hospital room with the nurse, he opens his mouth and sticks out his tongue to show that he is taking the capsules for his experiment. His facial expression is similar to a famous photograph of Albert Einstein sticking his tongue out.