Author's Note: This theory doe not belong to me, but I must say that it make perfect sense

Another three episodes. Another series finished. Another set of surprises. Another cliffhanger.

As is to be expected, fans have been going wild, theories have been spreading like wildfire, and conversation is roaring.

I have a few theories of my own, and after a few rewatches, I'm ready to lay them all out. I'm going to try to lay them out chronologically so that you can consider them as and when you rewatch the episode, but some jumping about will be necessary.

So, here we go:

THESES: The woman we know as Mary Morstan was in cahoots with Moriarty. Sherlock was lying about trusting her her. Mycroft saved Sherlock's life.

Mary first.

Let's have a think about the scene in which Mary shoots Sherlock. The first thing that leaped out at me was her clothing. Mary is dressed in the clothing of an assassin. People have been arguing that Mary has changed and left that life behind her. Has she really? She kept the clothes, and the gun. She kept them hidden from John, too. Even if she's no longer 'in business', she hasn't retired, either.

Now, let's take a look at the shooting itself. Just before it takes place, the following dialogue occurs:

SHERLOCK: "Mary, whatever he's got on you, let me help."

MARY: "Oh, Sherlock, if you take one more step, I swear I will kill you."

SHERLOCK: "No, Mrs Watson.* You won't."

*An appeal to Mary's sentiment by referencing their shared connection to John?

Then, of course, she shoots him. Remember how surprised he looked when it happened.

His last word before he falls unconscious is "Mary?"

He was not expecting that, which supports my theory that she really did shoot to kill (bear with me).

Sherlock, in an attempt to save himself, enters his mind palace, where one of the first things that the Molly of his imagination says is: "You're almost certainly going to die, so we need to focus."

Then we have Mycroft: "It's all very well having a mind palace, but you've only three seconds of consciousness left to use it."

Then Mycroft says "What was directly behind you when you were murdered?"

Sherlock says "I haven't been murdered yet!" to which Mycroft replies "Balance of probability, little brother."

Now, remember that Molly and Mycroft are not really present - all of this takes place in Sherlock's head. Conclusion? Sherlock thinks that Mary shot to kill.

She succeeded, too. His heart stopped. The surgeons moved away, they gave up. Sherlock died.

What saved him?

John arrived and spoke to him.

Then Moriarty, in Sherlock's mind palace, said "…And John will cry buckets and buckets. It's him I worry about the most. That wife! You're letting him down, Sherlock. John Watson is definitely in danger."

Again, remember that Moriarty is not really the one speaking. This is all in Sherlock's head. Sherlock fought his way back to life because he believed John to be in danger from Mary. Sherlock does not trust Mary, and he certainly doesn't trust her with his best friend.

Then there's what John said at the hospital: "His first word when he woke up? 'Mary'!"

He woke up thinking of her. He definitely does not trust her.

Think back to the look on her face when John told her that Sherlock was alive. It was clearly not a look of relief.

Then Mary visits him, and says: "You don't tell him. Sherlock! You don't tell John. … Look at me, and tell me you're not going to tell him."

If she was sorry, she would've said so. If she was sorry, there would have been at least a hint of remorse in her tone. There was not. Her tone wasthreatening. She didn't ask him not to tell John, she told him, and by this point, we and Sherlock both know what she is capable of doing to people.

This is also proof of just how selfish Mary's love for John is. When you love someone, really love them, your priority is their safety. Mary's priority is not John's safety - if she has such a dangerous past, the safest thing for John would be to come clean, because at some point, it's possible that John might be targeted because of her (just as he has been because of Sherlock, and it was through Mary that Magnussen observed Sherlock's reaction to John being placed in the fire).

It's not "I'm sorry that I shot you. Even if I didn't care about you one bit, I know that my husband does, and I am sorry to have caused him any pain through harming you."

It's "Don't you dare tell my husband what I did, because then he will leave me."

She loves John, certainly, but she is very, very selfish about it.

Of course, Sherlock's still drowsy at that point. A little later, though, Janine visits, and just before she leaves, she says: "I'll give your love to John and Mary."

At this point, Sherlock's face becomes determined, and he turns down the morphine tap. He gets ready to make his escape.

Look back at the mind palace scene and remember how she was dressed. She's dressed as she was the day she and Sherlock met. Which, by the way was suspicious in itself, as she appeared to have no idea who Sherlock was - "John? John, what is it? Oh, no, you're- [Sherlock]." Sherlock was all over the papers. Everyone knew what he looked like, and someone so close to John certainly would. That implies to me that she knows more about him than she was willing to let on, and so pretended to know nothing at all. Liar.

Remember her reaction to when she found out about his number one bolt-hole. It is a look of pure suspicion and trepidation. Not only does Sherlock not trust Mary, she doesn't trust him either.

Now let's talk about the dialogue back in 221b:

JOHN: "He knew who shot him. The bullet wound was here, so he was facing whoever it was."

LESTRADE: "So why not tell us? Because he's tracking them down himself-"

JOHN: "Or protecting them?"

LESTRADE: "Protecting the shooter - why?"

JOHN: "Protecting someone, then. But why would he care? He's Sherlock. Who would he bother protecting?"

And this is the shot as he finishes speaking the camera turns to John who sit down in his chair.

In that one scene, if only very partially, is John, Lestrade and Mrs Hudson, the three people Sherlock risked his life to save when he jumped off the roof of Bart's. If you want some subliminal messaging that Sherlock was not protecting the shooter, but, as John said, 'someone', there it is. At the center of the shot is John, who then, of course, comes to a realisation: he's sitting in my armchair. He then asks:

"Mrs Hudson, why did Sherlock think I'd be moving back in here?"

The realisation hits him then. Sherlock was not protecting the shooter. He was protecting his best friend.

Let's skip along a little bit. Mary goes to Leinster Gardens, where Sherlock calls her. He brings her to his bolthole. How does he describe that bolthole?

"The empty houses."