After meeting Mr. Watt ("My name is Watt," pronounced What) Diana says she feels like she must be in a Marx Brothers movie. She should have said a Bud Abbott and Lou Costello movie, as the allusion is to the "Who's on first, What's on second" routine which was the property of that duo and was never performed by The Marx Brothers.
Diana refers to Ernest Hemingway as a "queen," but this author was never known to have any homosexual leanings nor exhibit effeminate characteristics.