Alessandro Farnese says that the Turks rechristened Constantinople as Istanbul four years prior (the scene takes place in 1492). In reality the official European name of the city continued to be Constantinople until the very dissolution of the Ottoman Empire in 1923.
When Juan tells Cesare that Pedro Luis was murdered, he says that it was "the Moors, of course, in retaliation for our brother's victory at Rando." Juan obviously means the historical Battle of Ronda (1485), which was won by Pedro Luis Borgia. This misspelling is also present in the episode's subtitles.