There are a lot of differences between the home dimension of 'Fringe' (which should be Earth Prime-Time, but only the end of the series will determine that for sure) and "Over There". And the latest difference would be the discovery that Sherlock Holmes is not known "Over There".
Sherlock Holmes in the real world is considered one of the most recognizable literary creations of all time. (I think Bilbo Baggins - or Hobbits in general - would be in the top three as well.) Holmes is a true multiversal - found in BookWorld, the Cineverse, Toobworld and most of its subsets like Skitlandia and the Tooniverse, WorldStage, and the worlds of radio/audio, comics, music, and many other manifestations of the universes of Fictionalia.
In Toobworld, Sherlock Holmes was a real man but the general public thinks of him as fictional. Even scientific genius Walter Bishop thought of him as being fictional. (But then he also believed that vampires weren't real, more fool he.)
This can be attributed to Dr. Watson and his writing about Holmes' exploits, which were published under the aegis of Sir Arthur Conan Doyle as the literary agent. Because he substituted fictional names for certain people and locations, may people thought everything about those stories were fictional. In his own way, Dr. Watson served as the precursor to that "UNREEL" division which would cover up the existence of James Bond, U.N.C.L.E., and the Time Lord known as the Doctor so that people would consider them to be fictional as well.
But "Over There", "Fauxlivia" never heard of Sherlock Holmes. And at first consideration, this might lead a viewer to think that he never existed. Even if considered as being fictional, one might think that Conan Doyle never got those stories published.
I believe Sherlock Holmes did exist "Over There", but that his exploits went uncelebrated in The Strand. Putting aside the notion that Conan Doyle didn't exist, because that only leads to Zonks, I think it's more likely that Dr. Watson didn't exist.
I shouldn't say that he didn't exist. Rather, he was taken out of the picture before he ever had the chance to team up with Holmes. Perhaps he was killed rather than wounded in the Afghan campaign. It could be that Stamford never knew Sherlock Holmes, so he couldn't introduce Dr. Watson to him. And without Watson there to chronicle his investigations, Holmes' prowess in deduction would go unnoticed, which is just the way Holmes would have preferred in order to keep the criminal element from learning about him. (He only let Watson write his stories as a favor to his friend for being there as his sounding board. But he never did like the way Watson told those stories, and frequently said so.)
I just don't know what effect this would have had on those aficionados of the Wold Newton Universe "Over There"........