The song that Billie (the reaper) was singing was the song that was playing when Death first appeared on the show (S5.21).
The movie playing on Sam's phone inside the bucket is 'Night of the Hunter' (1955) starring Robert Mitchum.
This episode shares its title with the finale of True Detective Season 1, which was also named 'Form and Void'
This is the second time the song "O Death" has been featured in the series. The first time was the Jen Titus version played over Death's arrival when he was one of the Four Horsemen of the Apocalypse.