I’m 827% positive that the reason Anderson doesn’t think Sherlock is dead is because Sherlock purposefully let Anderson see tiny glimpses of him the past several years, just to screw with his head. Appearing through Anderson’s window in the woods, standing across the street of his favorite coffee shop, leaving small traces of his presence in his office.
Because Sherlock’s a little shit like that.
a fairytale were a young girl is kidnapped and forced to marry a demon king and instead of being like no! never! shes like fine as long as i get to help you destroy and hes like lol cool but soon shes doing a bit too much and her husband king is like okay enough power and shes like bye see you in the dungeon and hes like what and hes dragged away cause now everyone is more loyal to her and she reigns over the underworld and the surface world with a cold iron fist