1) The identity of the Shadow Pony is still undetermined. Although Pinkie was mistaken for the Shadow Pony, we see at the end that there is somepony else that fits the bill. FWIW, it looked like Zecora in Bridle Gossip but that might have just been art reuse;
2) Princess Celestia obviously has an imperfect memory if she thinks that the Castle library has information that she doesn't know; of course, after 1,000 years, I suppose you would start to forget small stuff like a legend of six keys that opened a mysterious chest...
3) Note how the brave defenders of Equestria handled a spooky old castle! I'm completely cool about entrusting them with the safety of the nation!!
4) This was the funniest episode I've seen in a while. Josh Haber, please accept one brohoof! It's nice for there to be some free-wheeling fun after the dark, heavy plot-driven season opener.
So, what minor things do I see? Well, the castle clearly has some magic that is still functioning. Notice that the carrots it provided for Angel Bunny were fresh. That indicates some kind of active replenishment of its food stores is still underway. I guess they made 'em to last back in the pre-Nightmare era!
Finally... Well, I've got to wonder if the secret will be in a book or will be some surprise reveal. I'm sticking with my theory, for now, that the keys will be revealed from within the Bearers when they come to some epiphany about their Element and what it means to bear it.