As a Consultant with/for NYPD, Sherlock would be given an ID card.
In every episode, sometimes multiple times, Sherlock (with Watson) gain entry into every place, from private homes to businesses to various governmental institutions, including other law enforcement agencies, crime scenes, etc. without ever showing their IDs, either self-initiated or after a demand by the person allowing them entry. They just say, " We're with NYPD", and the people let them in. Wouldn't happen.
After meeting with Joan at Pontecorvo's place, Sherlock's mentions that, according to fellow theorists in the chat he spent some length of time arguing, Pontecorvo could have been kidnapped by the KGB, an "agency" that even the most clueless conspiracy theorist would never mention, given that the "Komitet Gosudarstvennoy Bezopasnosti" ceased to exist (or be called such) post 1991, a couple decades earlier.