To bring relief to those losing sleep...

"I have deliberately set the stories in reverse order of internal events because of the relative discovery of the episodes by Watson. The first happened during the period of Holmes's apparent death, whilst Watson learned of the second after Holmes's return. Here then, for the first time ever, are the earliest records of Sherlock Holmes."
New Sherlock Holmes Adventures, Ed. Mike Ashley.

So he's not dead. HE'S NOT DEAD! That's why he could "die" in the first of two volumes, because he's not actually dead.
Now, Blake, you can finally sleep, buddy. Thanks for sharing my pain, man. Thanks.