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Watching the rooftop scene a second time in the flashback, I was struck by how many people were involved.
Sherlock has said he prefers being alone and that he has only one friend (or perhaps two, if he does count Molly)...but every one of those people in the third scenario held Sherlock's life in their hands. It would only take one of them compromised in some way...blackmail or a bribe by Moriarty, or a listening device...
Maybe Sherlock doesn't have relationships with all of them like he does with John...but that scheme meant a very high level of trust on Sherlock's part, and a very high level of loyalty on all of theirs.
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You are right. But then we have to remember the situation in which Sherlock says these words. He wants John out of the way so that he can meet Moriarty and has told Molly already that he needs her help. So we know that he does not rely on his own ressources. He just does not want to have John with him in this situation, possibly to protect him after Moriarty used him as a pawn at the pool.
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I think these words refer (in Sherlock's mind) to the time after the jump. He already plans to destroy Moriarty's network if he lives and Moriarty dies. Being alone, in disguise, protects him from situations like the one on the roof in TRF: do what I want or your friends will die (Jim gave him earlier hints about threatening his friends). So I think Sherlock's referring to the future. Well, when we think about how he faked his death, the line really doesn't make sense - he obviously had help.