“The well” is a double sequel.
I'll get even more tenuous and say that the echoes of "The Impossible Planet"/"The Satan Pit" are very strong, if only because of the "unspeakable horror at the bottom of a mining shaft" imagery.
Shaya is a Doctor stand-in
Agreed. Though I assumed her reference to "monsters" was about having grown up in some kind of war-without-end hellscape. But maybe it'll come back around.
There is a real deep genre reference to all of the episode
I don't have much to say about genre tropes, but is "State of Decay" a good one? I don't think I've heard of it.
Singling out the bit that's most interesting to me: