We never find out what favor Sherlock asked of Molly, but someone theorized that it was a body switch with a corpse. Considering the dialogue in the scene in which Sherlock asks Molly for help (“I trust you”), it makes sense. We can understand his saying “I’m going to die” to mean that he is, in a sense, going to die. Rather, he has to make everyone think he has. We’ve seen the switcharoo before with Irene, so it’s possible. The only thing is that the viewers see that it is clearly Sherlock lying bloodied on the ground; there is no mistaking those piercing blue eyes. However, we were seeing it through John’s disorientated perspective…
Either way, brilliant writing and brb going to watch again so I can collect my thoughts on why I think Moriarty’s alive.