Mrs. Henderson says the famous Moulin Rouge music hall in Paris is the namesake of her Windmill. This is because Moulin Rouge translates as Red Windmill and has a windmill motif. She also mentions the female dancers in Paris who wear only bananas, an unmistakable allusion to the American expatriate who became a French national symbol: Josephine Baker.
Mr. Van Damm announces that Bertie has been kept out of military service by his heart murmur, and everyone present (including Bertie) reacts as if this is a great joke. This suggests that it's an official cover story. Homosexual acts were a crime in Britain at the time, although they were usually covered up rather than prosecuted. The presence of obvious homosexuals in the army was considered bad for morale, so it was common for perfectly healthy men of that nature to enlist for service and be turned away. Since recruiting officers often refused to even admit that homosexuality existed, they paid doctors to publish falsified medical reports naming such a disability as the pretext for why the volunteers were turned away.
Alec Henderson (Mrs. Laura's son, killed by a German attack on France in 1915) is said several times to have been born in 1894, and this date is shown on his headstone. In fact he was born in 1888, and his headstone does not list any date.
Nude poser Maureen resigns after she discovers she's pregnant. She's killed in an air raid.The police want to close the theatre, but doesn't after a speech by Mrs. Henderson, in which she also reveals to all that she had lost a son in the first World War. She and Van Damm dance on the roof.