Sozin's Comet (1): The Phoenix King - S3-E18
Continuity mistake: When Aang is waking up on the giant lion turtle, he is not wearing shoes in the first shot, but in the next shot, he is.
Sozin's Comet (4): Avatar Aang - S3-E21
Continuity mistake: Throughout the entire show, Aang's eyes are grey, but in the last three episodes (Sozin's Comet Part 2, 3 and 4) they are suddenly brown.
Continuity mistake: When Azula says: "What is she doing?" Ty Lee is standing behind her. When the shot cuts and Ty Lee shrugs, they are standing side by side,. (00:20:30)
Continuity mistake: When Azula is asking Zuko whether or not he thinks the avatar may have survived, Zuko goes into a flashback. When he snaps back to real time, Azula has her hands behind her back. When the shot cuts, her hands are instantly by her side.
Continuity mistake: In the shot after Mai says "Saving the jerk who dumped me" you can see the rods which the prison guards used to slow down the mechanism of the gondola are nowhere near the wheel. (00:19:55)
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.