Sarah Solemani who plays Lady Mary is, in fact, a good friend of Downton Abbey (2010)'s Michelle Dockery whose Lady Mary character she satirizes in this TV special.
There are various-the fact that everyone stares at each other. That the Downstairs bits are filmed at Ealing (in fact some of the Upstairs bits are as well). That the O'Brian character wears a wig. That the third sister is the modern one.