The Gerry Anderson team didn’t make many overt links between their programs onscreen, probably because they wanted each one to stand on its own and not be burdened by continuity. But for viewers who wanted to read the ancillary merchandise, there were all sorts of crossovers and tie-ins. For example, Rhapsody Angel, some years prior to joining Spectrum, was said to have worked alongside Lady Penelope in a top-secret international agency called the Federal Agents Bureau. I suspect that whoever wrote that in the 1967 Captain Scarlet Annual was really hurting for some way to name something that turned into the acronym FAB.
So Lady Penelope went off to join International Rescue, and a couple of years later, Rhapsody – whose real name is Diane Simms – joined Spectrum, and any further connections between them, sadly, are left to fan fiction writers. It’s a huge shame that they did not craft a new Lady Penelope puppet to match the Scarlet / Joe 90 / Secret Service models so they could have had a proper little crossover!
Incidentally, I have no idea why this episode is fourth on the DVD. According to Wikipedia, it was produced seventh and transmitted sixteenth. We’re just watching these in order on the set, and I don’t know where Timeless got their list. Daniel loved it; he was really concerned when Melody’s plane got shot down and she had to eject, and watched from behind the sofa, eyes wide, until we assured him she was safe.