The cartel leader is nicknamed "El Oso" and is said to have recently escaped from a Mexican prison. He wants Castle to write the events of his life story. This is an obvious reference to the real cartel lord "El Chapo" who escaped from a maximum security Mexican prison them met with celebrity movie star Sean Penn to give him his life story.
The title is a play on William Shakespeare's "Much Ado About Nothing". Nathan Fillion plays Dogberry, the police constable, in Joss Whedon's Much Ado About Nothing (2012).
Last appearance of Juliana Dever as Jenny Ryan
"El oso" is Spanish for "the bear".