I don’t have a huge following on here but I just have to say that the lost episode theory is beyond unlikely.
1. We saw no additional setlock scenes (aside from some involving Mary giving birth) that were totally thrown away or could have made for an additional episode’s worth of material.
2. Sherlock is one of the BBC’s most popular shows. They would NOT just give up the opportunity to market a fourth episode and lose all that viewership. It’s just not a smart move.
3. Apple Tree Yard, while having a sparse IMDB page, does involve real actors and definitely seems to be a real show. Again, it would be a waste of money to lose the Sherlock audience by marketing something completely unrelated.
I’m really sorry, I’m so so sorry, but I would not get my hopes up for a secret episode. I disliked TFP as much as all of you, but I don’t think they’re redeeming themselves this way.