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In the beginning it states that England is under threat against Spain wanting to overtake the English throne. This is untrue as they wanted to play Mary Queen of Scots, a known Catholic, on the throne to replace Elizabeth but Philip never outwardly spoke of wanting it for himself because he knew he would be at war with the Scottish and the French if he took it because of Mary's close lineage to the English succession.
Elizabeth never met Mary Queen of Scots. They were known to have written to each other, but the meeting portrayed in this episode never happened.
In reality, Robert Dudley did not die with Elizabeth present, or anywhere near her. He was ill and left court to try to help his illness. Elizabeth did receive a letter from him days before that she did keep with her for the rest of her life.