In the previous episode, Holmes is shown smashing his and Mycroft's smart phones so they can't be followed by the NSA. He then replaces them with flip "burner" phones. At the beginning of this episode, which occurs only a handful of hours later, Holmes is shown receiving a phone call with Watson on the caller ID, on another smart phone. It is unlikely he would have had the time to replace it once again while working against the clock to save Watson from her captors.
Sherrington refers to MI6 as "the agency". MI6 is a service, not an agency and a MI6 operative would not refer to it as such. Later, Mycroft refers to "company man" which is slang for CIA operative. However, this is quite possibly an intended by Mycroft slur reflecting his time in NY.