Of the three movies listed here for Sherlock Holmes, only one is located in one of the alternate Toobworlds - "Enola Holmes".
As for the two movies set in the MCU, they do have links to alternate Toobworlds, mostly thanks to the 'Agents of S.H.I.E.L.D.' As for Henry Cavill as Supes, DC Comics was first of the two mega corporations to embrace the multiverse, especially with the crossover event "Crisis on Multiple Earths". (I'm not going to get into who has handled the multiverse better, however.)
One day I'll have to finally make a decision on which Toobworld Cumberbatch's Sherlock Holmes belongs. We know it can't be Earth Prime-Time - Jeremy Brett holds that honor! (I'm leaning towards Cumberbatch appearing as the spirit of Brett's Holmes, trapped in Limbo where he welcomes new Dr. Watsons who share common traits with his original companion by that name.)