I also think that Irene Adler not returning has something to do with moriarty. If they had, indeed destroyed moriarty's associates then why could she not return? It has already been shown that Sherlock had a part in her (sarcastic quotations) "death" and knew where she was, plus they had each other's phone numbers, so, where is she?

I believe that Sherlock might have been able to know that appledore wasn't real. Why else would he ask john to bring his gun. He knew he needed to protect john. He had a contingency and once he had done it he needed a reason to stay and not get sent away, so he got his prodigy to broadcast that message, he wasn't sent away.