The tale of the Scorpion and the Frog: The Frog was reluctant to carry the Scorpion across the river because the Scorpion may sting him; The Scorpion reassured him that if stung the Frog he may drown himself; When the Frog was midstream, the Scorpion stung him ; The Frog ask why and the Scorpion said it was in his nature.
Thermobaric bomb is a non-nuclear explosive device that can penetrate a hardened military installation located several layers below ground, through the use of intense heat and pressure.
The room of requirement is a reference to Harry Potter and the Order of the Phoenix (2007), which would provide the person anything he needed, by making three passes near the door of the room.
The playfair cipher, works by first creating a 5x5 square, or matrix, with each slot occupied by a letter based on a key phrase, then the phrase to be encrypted would be broken into groups of two letters, which be applied against matrix and transformed into a new group of letters based on certain rules.
The episode title references the Artful Dodger, a character in Charles Dickers' 1838 novel "Oliver Twist". He is a pickpocket, and the leader of a group of child criminals who work for Fagin.