I don't know Canon that well!
Ithink it's mentioned on the DVD extras.

Yeah, I'm late to this discussion and admit I haven't read this entire thread but...shortly after the second series aired, Moffat gave an interview where he said that the second and third series were commissioned by the BBC at the same time and when "The Fall" was written into the last episode of the second series, he and Gatiss had a solution already in place for the third. In fact, the resolution scene to be shown in the third series was filmed at the same time as "the Fall" was in the second  (in order to ultimately save time and money would be my guess). This was done, of course, before the second series was broadcast and the fans spent two years going nuts trying to figure out how it was done. I think at that point, Gatiss just threw in the towel and wrote what he did for TEH knowing that there was no way they could ever come up with anything that would make everyone happy or outdo some fans' imaginations. I would bet anything that the third "resolution" shown to Anderson was what was originally filmed and originally intended to be the only and "correct" solution. And I think Anderson got to hear it because, of all the people who were not in on the fact that Sherlock was not actually dead, Anderson, whom Sherlock always thought was an incompetent idiot, was the only person believed he wasn't dead (following the newspaper clues in the mini-episode) and he was right. I think it would be in keeping with Sherlock's character in this series that he acknowledge that fact in this way. .I don't think we will ever be sure what really happened, tho'.

I love this thread! and hope you´ll keep it till the next series!