There was a message. Four names in all. Though, I'm afraid that... in my future, three of those names have perished, leaving you the last one standing.

[Ann Sasha, he assumes, is dead forever. No one would go 'missing' after appearing on a hitlist- not unless Sherlock were to interfere and make them missing, but he doesn't remember ever faking Sasha's death. He didn't even know this woman.]