The only episode, excepting the first three, where Voltron was not formed and the only time other than "A Ghost and Four Keys" not all the Lions appeared (in the first two they appeared in recounts of what happened to Voltron).
The woman often appearing as a parallel to Allura in Lotor's dreams is explained in the GoLion episode "The Imperial Prince's Dark Love" this was based upon as being the antagonist's late mother, who was murdered by his unmarried father.
Keith thinks the following line: "Haggar works on orders from Lotor". This is an unusual line since she (and Lotor by proxy) ultimately answer to Zarkon.