The doctor and his assistant/bodyguard drove away from the retreat so should have noticed the vehicles parked directly in front of the entry gate, which - as seen later - haven't moved. However, since the retreat is a complex, it is more likely that they never went out the gate, and instead went to another building for the night.
The episode takes place in the 2000s but you can see newer vehicles (2010s era) in the background throughout the episode.
The story is supposed to take place in North America (as most cars have California plates) but the Escalade that Mazey Day travels in has Spanish plates. In fact, numerous vehicles can be seen with European license plates.
A character says his uncle is a 'masseuse.' (He meant to say 'masseur.')