Reese's comment about the second shot always being more accurate refers to what's called a cold bore shot which is the first round through a firearm, usually a sniper rifle. Essentially the first shot warms the metal and deposits carbon in the barrel which impacts the flight path of subsequent rounds. Snipers are trained though for this, and skilled snipers can be as accurate with each shot.
This episode features Algerian members of the French Foreign Legion (Légion étrangère). Founded in 1831, the FFL comprises units of foreign nationals willing to fight for the French government, often in Africa. Units often come from former colonial principalities, such as the Algerians in this episode. Algeria, a former French colony in North Africa, was the first FFL base, from which the FFL was used to maintain France's colonial interests in the region as late as the 1960s. The FFL has a long romantic history as a place for wronged Victorian men to find their honor that is at odds with its actual early intent to use local troops to keep colonized nations under control.
Nowruz takes place on or near the spring equinox (in late March) and is also known as Persian New Year. It is celebrated in many places that were formerly under Persian cultural influence, such as Iran, Afghanistan, Kurdish areas of Turkey and Iraq on March 20. Its literal meaning is "New Day".
The Person of Interest for this episode is Maria Martinez. At the end of Root Path (2014), the machine displays a set of threat analyses. Maria Martinez is listed in this set as a "subject".
The UN by treaty and agreement, is considered to be international territory, but with the permission of the Secretary General, US law enforcement could be brought in although where any prosecution would take place would be of great debate.