Interesting that Wes warns Gunn about divided loyalties a subject he's going to learn all about later in the season.
Which constitutes part of the foreshadowing to be found in 3x03 "That Old Gang of Mine." But also observe that Gunn withholds vital information from the rest of the gang, which only ends up making things worse (Wesley threatens to throw him out of the team over it). Wesley will do the same in "Loyalty" / "Sleep Tight" - and it makes things worse, and he ends up thrown out of the team over it.
I notice that Gunn's old gang seems to be more primarily black in this episode than when we've seen them before, where they seemed to be a more equal mix of races. I assume that was done deliberately to highlight the racism angle, transposed from human races to human vs demon. Gio and Rondell definitely engage in racial profiling of demons - "Look at him - he's green! Obviously he's evil!"