In TAB, while Lady Carmichael is offering her recount of the threatening message that preceded her and Sir Eustace’s first sighting of the bride, she shares a few details that shed more light on the events of series 4. Among them, that she believes Sherlock may have trouble solving the case because she believes it’s supernatural and requires a priest, that the Carmichael children are all but invisible after being sent off, that the significance of the message was death itself, how Sir Eustace refuses to share what’s troubling him, and that the message had no apparent sender. As Sherlock later concludes, after not initially realizing that Lady Carmichael was found before a large pool of blood the night Sir Eustace was murdered, she was part of the plot to seek vengeance against him the whole time.
In TST, John and Mary’s daughter “Rosie” is baptized in water under Mary’s supposed real name “Rosamund” by a priest, while the beginning and end of the episode mark water as the territory of death, both with Sherlock’s story about Death in Samarra and Mary’s death in an aquarium. Mary’s ashes are consumed in an unnatural-looking blue fire, one of several instances of her being associated with Satanic imagery, as a shark passes over the screen as a callback to HLV, where Sherlock described Magnussen as a shark from the London Aquarium. “Those floating flat faces, those dead eyes … That’s what he is. I’ve dealt with murderers, psychopaths, terrorists, serial killers. None of them can turn my stomach like Charles Augustus Magnussen.” Images of sharks as forewarnings of death also appear at the beginning of the episode in reference to Samarra. The image of John faced against a gun is repeated three times in series 4, once in the opening and at the beginning and end of TLD, as Sherlock asks, “Can Samarra be avoided?”, lending further credence that John was indeed shot somehow at the end of TLD, since both him and Sir Eustace received clear signs of death beforehand, and Eustace did not avoid his fate. Additionally, while Sir Eustace thought the bride could have been some kind of ghost, the bride was in fact real and not a case of the supernatural, as TLD seems to show on the surface. Also in TLD, John likewise refuses to share what he’s thinking when asked directly, Rosie is missing from every encounter after the death, and the envelopes Mary leaves her messages behind in bears no name or return address, only the Miss Me? message, signifying her connection to Moriarty.
While John and Mary both share elements of Sir Eustace and Lady Carmichael, Mary is most prominently the bride figure out of the three characters –– but this isn’t the first time Mary has been so directly correlated with death. The Samarra story is about a merchant in Baghdad who saw the figure of death and then flees to Samarra, only to find that Death had an appointment with him there already, and was surprised to see him in Baghdad earlier. In HLV, Sherlock describes Magnussen as a shark, or as we now understand, a warning of death, right before he arrives at his apartment unannounced. Sherlock and Magnussen planned on meeting at his office. Later that night, Sherlock arrives at Magnussen’s office to find Mary there, who shoots him in cold blood and leaves him for dead, only able to bring himself back because of his love for John. As TAB is Sherlock’s dream, Sherlock knows after HLV deep down Mary has been working with Moriarty in some capacity, but is not quite able to pull the pieces together –– instead chasing Moriarty’s ghost, and leaving signs from himself that Mary is a bride of death.