Reggie tells Stabler when dealing with his uncle to never make a promise he can't keep, Stabler replies "you mean Besa". Besa is an Albanian precept that is a pledge of honor, in Albanian the word translates to either "faith" or "oath". The concept originates in the early 1900's when Albania was part of the Ottoman Empire, and in the Ottoman culture honor was of paramount importance. The code of Besa was put forth by Mehmed Ferid Pasha, who served as the Grand Vizor of the Ottoman Empire from 1903-1908, he said that "An Albanian who says besa once cannot in any way break [his] promise and cannot be unfaithful [to it]." An Albanian who broke Besa (failed to keep a promise) became an immediate outcast and was never trusted by any fellow Albanian again. And when it comes to the Albanian mob a member who breaks their word or fails to keep a promise is almost always killed.
Just like in his brief appearance in And the Empire Strikes Back (2021), Christopher Meloni now has a goatee beard. It is part of Elliot Stabler going undercover as "Eddie Wagner", while investigating crimes in an Albanian underworld. Stabler was always seen with a clean-shaven face.
The episode title is a play on the character, The Man with No Name, played by Clint Eastwood in the Dollars Trilogy of Spaghetti Western films. In fact, the titles of episodes three though seven also reference Clint Eastwood films.