Sizhou: I believe this could either refer to Zhili area of modern Anhui Province, so designated by the Northern Zhou as Sizhou, and as Linhuai Qun under the the Zhao Song, or as Professor Oda in his Japanese translation writes it is another Sizhou in Guangxi (Lingnan). A comment by a shop owner about Lingnan in Chapt 11 led him to believe this and he changes the text to read Sichengzhou to fit a citation for the place in Guangxi, but perhaps the shop assistant made the wrong conclusion and Bonze Dan was so excited by the tipoff about Holy Auntie's existance that he tactfully didn't correct the man. There is a legend of a Sizhou Heshang, see notes 11. Linguistically the modern (since Yuan times) region around Baoding, Hebei (Beizhou area) is suggested, as Gou'r (dog with diminutive retroflex ending) is characteristic of the spoken dialect there. The "hui" in Yinghui Temple can stand in for another "hui" with the same "brighness" meaning but does not include the meaning of sacrificial slaughterer in the temple of the old Zhou Rites.NPS
Yin-Shang: refers to Yi Yin, Prime Minister of Yin-Shang who assisted Tang the Great in the remote past. In an apocryphal tale, he was born from a mulberry tree which had grown in a cave after the great flood of antiquity. See Zhongguo Shenhua Chuanshuo Cidian (ZSCC.)
Prince Yan of Zhou: refers to the miraculous birth of Xu Yan Wang, a feudal lord of Chu invested by Zhou Mu Wang. Xu Yan's mother, a courtesan, laid an egg while pregnant. Fearing discovery, she tossed it into a pond but it was rescued by a dog, and Yan Wang, Confucian model of a good king, was hatched. While on a hunt, Zhou Mu Wang visited the Holy Mother of Western Heaven in a dream, and under her influence then rode on his steed "Qianlima" (Senrima/Chollima J/K) the "Thousand Li in a Day" horse to conquer Yan Wang. Yan Wang failed to resist due to love for his subjects and his concern for their well being. Hence he "lost his country due to his virtue", a Chinese saying, "Yi De Wang Guo". See ZSCC cited above.
Dan (1713.6) "egg" as in Danzi Heshang was used in North China (and now standard Chinese) as a substitute for "luan" (J.ran, tamago)(7772.0)which was taboo in North China area, pronounced very close to or same as luan meaning "revolt" in some dialects, although the tones are different in standard Mandarin.) Dan4 is a homophone for the personal name of the Duke of Zhou, Ji1 Dan4, and the Ji1 is a homophone for chicken.