Demon Knights/WMG

Merlin did not intend to name the team "Demon Knights"
He was trying to warn them about the Daemonites, the alien monsters who feature heavily in the Wildstorm side of the New52-verse (Demon Knights being closely linked to Cornell's Stormwatch). Shining Knight misheard.


 * Supporting evidence that it's something to do with Stormwatch: the title of that issue is "Merlin Watches the Storm".


 * Doubtful. Modern comic conventions would likely have Merlin say "Daemonites" then have Shining Knight ask "Demon Knights?" if that were true.

Exoristos is not an Amazon.
She's a Female Fury.

Given the period and setting, it might be assumed by many that a tall, muscular warrior woman was an Amazon. Ex is going along with it, because no-one would believe her if she told them where she was really from, the terminology to accurately describe it may not have existed or been comprehensible to anyone who wasn't a classically-educated natural philosopher, she may have heard of the Amazons and approve of them, and because like a lot of people who run away from home, she's having a go at trying to be Someone Else.

It lends a different meaning to the scene where she calls out the innkeeper over his willingness to serve her, but not Al Jabr, specifically how farcical it is that he wouldn't serve a member of his own species because of things like skin colour and religion, but he's more than happy to cater to a humanoid alien who happens to be white.
 * Couldn't it be both?

Sir Ystin and the Questing Queen are actually two halves of the same being.
Besides the obvious fact that they receive the same exact vision from Merlin at the same time, the two share many physical similarities EXCEPT that the Queen appears to be a few years older. However, we also know that Mordru can cast his spells by expending some of her life-time. Merlin also references how she has "two natures", and Ystin herself references a "hunger in her," a drive similar to the Questing Queen's to reestablish Camelot. Thematically it also makes sense. The Questing Queen shows the character gaining power through femininity inflicting maturity upon herself, while Ystin shows the character defeminizing herself to "ladhood," and working for ideals. Only when the two come into balance can Ystina ever truly be a Shining Knight [Or Queen].

Al-Jabr is secretly Ra's al-Ghul.
Al-Jabr is Arabian. He's a Gadgeteer Genius who's skilled in hand-to-hand combat and swordfighting. And most tellingly, the name Al-Jabr literally means "restoration". It's not much to go on, but it's pretty damning for how little there is.