Thanks guys , all valid points. My problem is that Moffat dreams up these enormously convulated , albeit clever, complicated plots then he goes about resolving them in the least convincing way imaginable. He does it all the time (I'm a Whovian BTW). In other words he builds up the tension, the intrigue and then writes it off with an arrogant smirk. Just like a roller coaster, the ride is great but it leaves you wanting more at the end.
There is so much canon in the series, and for a while the updating, in-jokes, and flipping around the source material was great. But when they start playing around with the characters' motivation: why they DO the things they do, they venture more and more into the realm of the inconceivable.
Apologies... I admit to overthinking it. Damn you Moffat!!! *shake fist* ( still an addic....uh...fan 
though)

Remember Sherlock is seen as Mycroft's pressure point by Magnussen. Making a compromised Sherlock a national threat or pressure point.
CAM was setting up Sherlock to get arrested by luring him with the letters that morning and false-feeding him info thru Janine. Mary knew about it by spying or putting two and two together so she intervened that night but couldn't kill him right away before confirming the existence of physical evidence on her or other victims when Sherlock walked in. She never wanted John to know about her so she had to shoot Sherlock  but not Magnussen because CAM hadn't given her a clue and John would come running after her heard the shot. Sherlock would have been better off dead than causing the downfall of his country, if that's what they were going with it. She called the ambulance to give him a chance.

To Moffat's credit Mary never openly agrees with Sherlock on why exactly she shot him. I present a couple of scenarios that would have left us sympathizing with her. But first some plotholes or are they clues?

1. " No such thing as coincidence": Of all the opportunities she had to assassinate CAM she had to be there the night Sherlock and John break in? I get that it's canon and probably John was away that night with Sherlock, also she was on her honeymoon. But she was only an elevator ride ahead of them, a matter of minutes.
2. How did she get in? wouldn't CAM know that his PA Janine was the bridesmaid of someone he's actively blackmailing or dating a target?  Janine was totally under his thumb ( he mentions flicking her face like what he was doing to Watson). Assuming she's a ninja or tom cruise from mission impossible it was still an impossible feat. Twist: Lady Claire de lune  was a former gymnast, a footnote from the opening scene to make us believe that a little old lady could scale a skyscraper.
3. CAM wasn't supposed to be there, he had a dinner to go to, or did he?
4. In less than five minutes she could have struck Janine and the guard and shot Magnussen on sight then left the crime scene before our heroes got off the elevator, only she didn't. A classic bond villain mistake.
5. So deadly ex CIA assassin in full black ops gear feels the need to douse herself in perfume before a job? This bit here is inexplicably stupid, tacked on there so Watson can figure it out in a later scene.
6. So I'm on my knees begging for my life at gunpoint and I find it amusing that the good guy mistakes my killer for someone else, also I correct him? Then I don't try to grab the short woman when she gives me her back while pointing the gun at the other guy. Really Charles?

Professor Moriarty in the books was a highly respected mathematician, no one suspected his criminal activity Sherlock spent months if not years meticulously gathering evidence and following leads that would incriminate him and hold up in a court of law. Sherlock was the only one who saw the academic for the psycopath that he is making both nemeses. When he felt the noose tightening around his neck he followed Sherlock to Switzerland and tried to kill him in desperation at the cost of his own life. Sherlock's process wasnt detailed in stories but he summed it up pretty concisely to Watson in the final problem. Sherlock did this at great risk to his life but saw it as fulfilling his life's purpose to bring such a criminal down.
Now the adapting duo called Moftiss like to play contrary and had Moriarty attempting to drive Sherlock to desperation, simply to get rid of a palpable threat to his nefarious activities. It was almost a complete reversal, he wanted to reveal(falsely ) to the world that your hero is a fraud. They also had Sherlock orchestrate Moriarty's arrest off screen between Scandal and Hound. How did Jim end up in custody in Hound ? They never explAined it other than Mycroft claiming that they knew about him all along and kept tabs on him. Hardly unlikely also it would render the threat in Scandal pointless.
No Sherlock led The government to M offscreen and that would explain how Jim owed Sherlock a fall. IOU literally.
But with these writers no one knows and you really can't theorize without enough data, especially when they are withholding key elements. It's their Moriarty now they can do what they please him.

It's more of a hook than a cliff hanger which frankly backfired. Don't get me wrong I enjoyed it tremendously, but I wont be anxiously waiting forthe next installment. I 'll livestream for sure but they lost me at "miss me".
With TRF it was a game of noticing clues , trying to work out a magic trick. The rules of the game were clear. All they did was flip turn the tables on us. We don't even know where we stand anymore or what to expect of the show so why bother over it. They went from respecting the viewers' intelligence and involving us in a complicated plot to smug tricksters. We'll still be watching and applauding the slickness and oh so clever twists of the affair but back in our armchairs rather than sticking our nose to the screen scanning for hidden clues.
It has gone from mysteries to magic tricks. The latter are based on lies and misdirection and have very simple explanations at the core and frankly I dont like being dazzled as much as being engaged in the game.

Here's another bullet point for discussion:
Sherlock explained the scene bit by bit as we the viewers saw it at home to Anderson.
Here's the thing Anderson wasn't there, and Watson never blogged about the Fall in detail. I don't think there's an interrogation or witness report where John details how he was knocked down by a cyclist or he tried to take a pulse, he was too much in shock or it was too apparent a suicide to bother.
In Anderson's main theory there is no rubber ball or cyclist because he didn't know about Watson's reaction or interaction at the scene. Other than plain exposition for the viewers' benefit he didn't have to add those last bits of details.
Again the "I've got lots of coats" Sherlock you fibber , no you don't. When Irene "borrowed" the coat the writers had her return it later so that Sherlock wouldn't have to change coats. We first meet Sherlock he's looking for a flatmate to split the rent with, why would he buy several identical expensive coats he couldn't afford or need at the time? and it is obviously expensive he didn't get from Mark's and Spencer. I believe it was a gift from a former client or a past acquaintance which could explain his sentimental attachment to it. Everything Sherlock owns and collect has a meaning or a connection relevant to him, possibly his first official case. This is confirmed by asking Mycroft, who kept it stored, for it when he got back to London as Sherlock Holmes. Is there a thread here discussing "the coat" ? I feel an urge to create one .

If you're still theorizing and haven't read the hollow client entry on John's blog go read it. Veeeery interesting also frustratingly confusing yet still could be a clue to how he did the fall.
And to those who've read it doesn't it strike you how out of character Sherlock is? How he lists ridiculous theory after theory outloud, infront of John? Also theimprobableone aka Anderson comments on it and everyone on the blog's glad he's back. Sherlock knew John would blog about it.
Sherlock is a cheeky devil, he likes to yank on John's chain or in this case Anderson's  aka the fandom's with all the crazy, implausible theories. May be a wink and a nudge from Moftiss at the conspiracy theorists to accept the simple explanation and let go of the insane, even if they prefer the insane.
But the improbableone's comment is dismissive of the ridiculous non-case. What drew my attention was the mention of a complex set of mirrors and ninjas. Optical illusions are the corner stones of magic tricks. David Copperfield's old tricks of hiding planes and statues and buildings live and in plain view come to mind. There exists this sort of polarized glass (I'm not sure of the correct terminology) that renders objects placed behind it invisible.
Hello chalked out rectangle which could have been a chamber with a safety net or something hidden behind it .The special glass walls were quickly dismantled and hidden in the laundry van.
And speaking of the Elephant in the room didn't Copperfield once made an elephant invisible too?

My interpretation of Moriarty's death:

Fact: Moriarty deemed Sherlock as dangerous and wasn't allowed to continue.
Fact: Moriarty acknowledged Sherlock as his nemesis, his equal opposite.
Fact: Moriarty owed Sherlock a fall: I O U. A lot of people had lots of theories that it's a code of some sort , I take it literally : I ( M) owe you (S), and here is how:
Sherlock's star was rising, as the only consulting detective in the world he had been solving crime after crime, Crimes that were paid for to be perfect  by  hiring the only consulting criminal in the world. Moriarty sold perfect crimes , he sold his strategic and tactical genius, his name , his signature. Sherlock basically came and made his name by crapping all over that name. No more perfect crimes, no more clients. The great game was M testing S to see if he really was a worthy opponent starting with his first perfect crime (the shoe).
Also S brought the government attention's to M's clandestine organization, they even held him in custody ( the scene with M and Mycroft was before the trial).  Moriarty's status or star fell in the criminal world and that's why he owed Sherlock a fall. And that's why he went all the way into discrediting him as a fraud and not just simply busting a cap in his skinny ass. It was ,as mentioned in the episode , advertising not for a stupid key code but to show how he has utterly beaten the great Sherlock Holmes, to regain his status as the emperor, the Napoleon of crime. He had to destroy S completely, his reputation and his life even if it meant he had to die to ensure it, his name would live on in glory ( in criminal circles atleast). Only Sherlock wouldn't give in so easily, he wasn't broken, which is what he missed. If he was prepared to do anything to bring down S, S was too. Same thing happened in the great game with S aiming at the explosives. It was alluded to earlier with the Bach deathbed unfinished business story.
S saw fame and success in his work because of his bl

So to those who believe the Anderson explanation just ponder about these few points:
1. Moriarty's people had to see the fall NOT WATSON
2. Moriarty made the fake call about an injured Mrs. Hudson to get Sherlock alone. I'm 100% positive cause he texts Sherlock right after that he's waiting on the rooftop. And no he didn't see watson leaving the building cause there was no time ,also it's canon (Doyle's ). In short, Watson wasn't supposed to be there on the street at all. Rewatch the scene, Sherlock sees Watson's cab driving up so he calls him to prevent him to come closer to whatever it was that was set up on the street.
3. Lazarus as clockwork implies that Sherlock's homeless network are a bunch of highly trained professional stuntmen or magician assistants or circus workers or a troupe of improve actors. As opposed to what they really are which is Sherlock's personal CCTV, basically just spies and informants. Also such a stunt needs rehearsal , when did Sherlock and his 25+ accomplices practice?
4. And to people saying it was planned maybe months in advance with Mycroft d The person who mattered the most and made it all happen was, as we all know ,Molly, and do you know when Sherlock came to ask her help? The night before , maybe not more than 12 hours.
5.the rubberball nonesense: So apparently there's atrick to cut off peripheral circulation in your arm, One of your arms. What if Watson took the radial pulse from the other one? Also that's not how you confirm death, the radial pulse is for quick assessmrnt of heart rate, rythym and volume are best assessed from the brachial and carotid arteries. Watson wasn't devastated cause : Oh no! I couldn't locate the radial pulse in the two second I was allowed to touch the man I just saw jump to his death and crack his skull open. It wasn't even necessary, who says fall victims die instantly? The hobos peeled him off Sherlock cause he wasn't in on the trick and as a doctor he he would have figured out in like 30 seconds t