I really didn't see the bit about the vaults coming. I suspected from the beginning of the episode that Magnussen was using a memory technique similar to Sherlock. However, I was under the impression that he had most of his information kept in the vault. It really threw me off when they showed him sitting in the vaults watching the video of John being dragged out of the fire. I thought he was watching a YouTube video on a computer monitor. It turns out he was simply remembering information from before.
Since
The Empty Hearse, it was really obvious that something was off with Mary. The first clue was that she recognized skip code. The second was that Sherlock deduced far more about her than he does with average person. That seemed to suggest she was a very complicated person with intelligence training. Perhaps that she had multiple identities running simultaneously. Her short haircut seemed to suggest some sort of military lifestyle. I was actually under the impression she was hired by somebody to get close to John and Sherlock and spy on them. It turns out she was simply running from her past.
It was interesting to see inside Sherlock's mind palace again. It turns out there's more people in there than just him and Mycroft. Different people voice different types of information. Molly voices medical knowledge, while Anderson voices forensics. Mycroft is still the voice of reason and logic. I'm still not seeing a physical layout to the palace. The mind palace technique involves associating information with physical objects stored in an imaginary location. Once you find the object, you can find the information associated with it. I supposed the location doesn't have to be a real one, so it's possible Sherlock has hodgepodged together several different rooms and structures into one.
I didn't see the ending coming at all. I knew Sherlock would do something to fulfill his vow to protect John and Mary, but I thought that he would simply fail at it. In the books, Mary dies, so I was under the impression that she would get killed off in this episode (Moffat did say somebody would die). I certainly wasn't expecting Sherlock to shoot and kill Magnussen. Moriarty's return certainly did surprise me, although I'm not certain it's genuine. There's the possibility someone is going to masquerade as Moriarty in series 4 before being finally revealed as someone else. Then again, Sherlock and Moriarty may have simply fake suicided at each other.
I'm anxious to see how Moriarty hacked into every screen in the UK. My personal theory (as an engineering student) is that he lied when he told Sherlock the key code didn't exist. He actually did have a program that could hack any computer in existence, but he simply convinced Sherlock that it was a lie. It's either that, or he has a Doctor Who-style omcom and next season will see WhoLock.
