Although Seeing Red (2002) is generally believed to have been Amber Benson's last show, she appears briefly here, playing the corpse of Tara. When filming was done, Joss Whedon and the cast presented Benson with a tombstone-shaped cake to commemorate her final scene.
The paramedics who respond to Buffy being shot were the same paramedics who responded to the death of Joyce Summers in season 5 episode's The Body
Anya says to Xander, "I'll help. But I'm helping Willow," showing her finally thinking of Willow as a true friend. Their friendship took longer to develop, as they were often at odds throughout the series because Willow did not think Anya would change from being a demon. This is Anya's way of showing she understands as a scorned woman what Willow is going through and that their friendship is still as strong as ever.
Willow's descent into darkness over Tara's death is very reminiscent of her rage following Glory's attack on Tara almost exactly a year to the day in Tough Love (2001). In each episode she turns to the Magic Box to seek dark arts books to aid her in seeking revenge on the one responsible. The notable difference is that by this episode she is far more powerful, bringing the books to her using magic and absorbing their teachings, whereas previously she ran to the books and stole one to use.
Buffy may have been killed after she was shot by Warren, as she flat-lined right before Dark Willow removed the bullet and sealed the wound. If so, this would have been her third death, following her respiratory failure in Prophecy Girl (1997) and her self-sacrifice in The Gift (2001).
However, it was already established that Willow could not raise someone from a "natural" death when she attempted to do so with Tara, whose death came from a gunshot in the exact same scene where Buffy got shot. Had Buffy been dead from her own gunshot wound, Willow's removing of the bullet and reviving her wouldn't have been possible any more than it was possible to resurrect Tara.
However, it was already established that Willow could not raise someone from a "natural" death when she attempted to do so with Tara, whose death came from a gunshot in the exact same scene where Buffy got shot. Had Buffy been dead from her own gunshot wound, Willow's removing of the bullet and reviving her wouldn't have been possible any more than it was possible to resurrect Tara.