Other mistake: When Azula attacks The Western Air Temple, there is a close up shot of her when she says that she is about to become an only child. Pay attention to the smoke coming from the airship behind her, especially above her head: it doesn't move. Even if this was remotely possible, it does move when the camera zooms out, making it a mistake nonetheless.
Audio problem: At the end of this episode, Aang tells Katara that forgiveness is the first step you need to begin healing. But if you watch closely, his mouth isn't moving at all when he says this.
Answer: The pirates are from the episodes "The Waterbending Scroll" and "The Waterbending Master" (They're the ones Katara stole the scroll from). The traveling musicians are from "The Cave of Two Lovers. The prisoners of war likely refer to the Kyoshi Warriors, the men of the Southern Water Tribe, and possibly Bumi and the other citizens of Omashu.