I like this one! It manages to be creepy and Agatha Christie-cozy at the same time. And the plot logic is (for once) flawless.

Minor puzzle: Who - or what - is Holmes referring to when he speaks of 'this Agency'? Has he incorporated himself for tax purposes? Nowhere else in the Canon does he indicate this level of business organization.

Answer to "this Agency" question: It was originally published with a lower case "agency", meaning it was being used as a generic term.