The Hound is shot in self-defense in The Hound of the Baskervilles. John's dog Archie is a very happy boy and no harm comes to him at all. So far, at least
A pony dies in part four of The Hound of the Baskervilles. It happens when they are lost in the fog following some ponies. I recommend skipping this scene because you can clearly hear the pony in distress
Not so far, but given the original Sherlock Holmes stories and several hints in the show, it's building up to The Final Problem, which is when Holmes fights Professor Moriarty and they both fall down a waterfall. It's a major plot point in most Sherlock Holmes adaptations. In the books, Holmes dies but comes back years later revealing he actually went into hiding to dismantle Moriarty's criminal organisation. He did die in the original story but the author found a way to bring him back due to fan pressure. Likely, Sherlock will also "die" at some point in the podcast and come back later on.
Sherlock says in episode 1 that he has DID but it is never commented on again or developed in any way. There IS misrepresentation in A Case of Identity, although it's not *explicitly* said to be DID.
Sherlock has a history of drug abuse. Also a ketamine den is a recurring place in The Man with the Twisted Lip, especially because John mistakenly thinks Sherlock had relapsed
John's dog Archie is a very happy boy and no harm comes to him at all. So far, at least