McGill's pistol, in almost all of the episodes, is a Smith & Wesson 39. The 39 was designed in hopes of being a replacement for the U.S. Army's Colt 1911 during Service Pistol Trials held in 1954. The S&W 39 is a 9mm double action semi-automatic, while the Colt 1911 is a .45 single action semi-automatic. While the Army decided to stick with the Colt, some U.S. Special Forces in the Vietnam War carried the S&W 39. So conceivably McGill may have trained with the weapon and been issued one by "American Intelligence" before he was scapegoated out.
When McGill leaves the woman's flat she says "Be seeing you", a phrase made famous in The Prisoner. In the next scene he is seen landing in a helicopter, supposedly in Italy. The location is actually Port Meirion in Wales where The Prisoner was filmed.