Okay, what the heck was going on with that woman Sherlock was confiding in, whom I'm pretty sure we've never seen before? Given that she didn't interact with anyone else (and given that he left the room and shut the door behind him rather than leaving it open for her), I got the sense he was hallucinating her -- but then that phone-tip thing happened, so either she's real or he's developed a dissociative identity disorder. And if she's someone real, and if they love each other as she said at the end, who could she be, except Moriarty somehow?
And please don't tell me that she's his secret sister we never heard of until now, since that didn't work out so great when Sherlock tried it.