Filmed in Blair Castle. Queen Victoria visited the castle in 1844.
Queen Victoria addresses the Duke of Atholl as "Duke." This is correct: while someone of lesser rank than a duke would address him as "Your Grace," someone of the same rank or higher would address him as "Duke."
The couple that the King and Queen stay with when they are lost speak Gaelic in front of them--a language that was outlawed after the Battle of Culloden the previous century.
Nell Hudson (Nancy Skerret) also appeared in Outlander (2014) of which the first two seasons partially take place in the Scottish Highlands in the years leading up to the Rising of 1745 led by Charles Stuart, later known as "Bonnie Prince Charlie," to which the title of this episode refers. The Rising of 1745 resulted in a defeat for the Highlanders by the English at the Battle of Culloden. Many aspects of the Highland culture were outlawed and would not become legal again until Queen Victoria made Highland culture fashionable.