Well, the last clue is Bow so...there was a whole collection of stories released under the title of His Last Bow, so it could be any one of those I guess.
It could be something involving actors as well, bowing at the end of a performance type of thing.
You say it's too soon to kill off Mary but they did Reichenbach after 5 episodes so nothing is too soon in the Sherlock world. My theory is this:
Mary is a significant factor in cementing Sherlock and John's friendship again after he returns. We've already seen them working together in the first episode so we know that Sherlock gets to know her pretty quickly. I think he will actually rather like her and approve of her rather than making fun like he has over all of John's previous efforts. I know there's been a lot of upset Johnlock fans but the point is, if she gets Sherlock's approval, then she'll get the fans approval. The Sign Of Three is, for me, a rather clever title because it indicates the partnership is not just Sherlock and John anymore, it's Sherlock, John and Mary, like the Three Musketeers, or like the Doctor, Rory and Amy. They work together.
If Mary is to die at the end of the third episode, they will have to build her character that way so the fans get to like her, trust her and approve of her very quickly. She will be BAMF like her husband and clever enough to impress Sherlock occasionally. She will bring something fresh to the partnership.
AND THEN...at the end of episode 3...she will die saving Sherlock's life.