Sam Chung aka Blindshot
Colleen's boss at the Community Association is a character named Sam Chung, played by James Chen. In the comics, Chung is better known as the superhero Blindspot, Daredevil's protege. The Marvel Netflix version is very different to the character created by Charles Soule, though, so we shouldn't expect him to suit up anytime soon.
The Erskine Collection
Davos's ritual required very specific objects, including an ancient bowl that's linked to the lost city of Shambhala. Crucially, we're told that it was part of the Erskine collection, gathered by one Ernst Erskine. That's a fairly important name in Iron Fist lore; Erskine was an adventurer in his own right who was associated with a previous Iron Fist, Orson Randall, and became his biographer.
Iron Fist season 2, episode 5 features what is perhaps the most amusing reference of them all, with Misty revealing that a 616 police radio call denotes a "possible suspect with abilities." Until 2015's Secret Wars event, "616" was the comic book designation for the reality most of Marvel's comics take place in. This isn't the first time Marvel Television has referenced 616; it was the call-sign for Coulson's team in Agents of S.H.I.E.L.D. season 1.
Typhoid Mary's MCU backstory is very different to her comic book origin. In Iron Fist season 2, Mary Walker was a special ops soldier whose squad was dispatched to the nation of Sokovia. They were captured while on patrol, and brutally tortured; Mary watched the rest of her squad killed before her eyes. This seems to have been the trigger for Mary's Dissociative Identity Disorder, with her mind fracturing over the 22 months she was held prisoner. In a shocking twist, when Mary was found by the Army, she was already free from her cell and surrounded by the "bloody mess" of her captors. It's a clear reference to the "Bloody Mary" persona, teased but not seen in Iron Fist season 2.
The fictional Eastern European nation of Sokovia was introduced to the MCU back in Avengers: Age of Ultron. It's important to note that the timeline doesn't match up if Mary Walker was in Sokovia after those events, so presumably this was part of an earlier international intervention in the fractured nation. Sokovia was a broken country long before Ultron's arrival, locked in a never-ending cycle of rebellions and counter-rebellions. According to official tie-in comics, back in 2012 S.H.I.E.L.D. supported a UN peacekeeping operation in Sokovia; that was when Hydra took the opportunity to establish their own base there. It's likely Mary's ill-fated unit was also involved in that peacekeeping attempt.
The Pirate Queen of Pinghai Bay
Iron Fist season 2 dives into the history and mythology of the Iron Fist, and one of the most important references is to the Pirate Queen of Pinghai Bay. Colleen believes this was simply a story made up by her mother, but Danny knows it's far more; he remembers it from his Iron Fist training and knows that the Pirate Queen - Wu Ao-Shi - was the first female Iron Fist. This is a brilliant addition to the Iron Fist's mythology, and is lifted straight from the comics. The character was created by Ed Brubaker and Matt Fraction, and her story was told in Immortal Iron Fist #7: Wu Ao-Shi was caught when attempting to steal food in order to stay alive and was beaten badly by her captor; however, Lei Kung the Thunderer saw her defiance, and recognized the potential within her. He took Wu Ao-Shi into his care, training her to become the Iron Fist. Unfortunately for Lei Kung's plans, Wu Ao-Shi met a fisherman and fell in love. She chose love over duty and left K'un-Lun.
When the Wokou pirates captured Pinghai Bay, Wu Ao-Shi was drawn into matters and soon proved her power as the Iron Fist. She charged arrows with her Chi, setting their boats ablaze, and then leaped from ship to ship, destroying one after another. In the aftermath of the battle, Wu Ao-Shi became ruler of Pinghai Bay, its famed Pirate Queen.
Colleen and Danny's recounting of the legend strongly suggests that events played out in the MCU just as they did in Immortal Iron Fist #7. Interestingly, although the idea that Colleen is descended from Wu Ao-Shi is an original concept, the final panels of Immortal Iron Fist #7 did indeed suggest that Wu and her fisherman had a number of children.