i must say i highly enjoyed those 3 episodes but boy the second episode was too obvious with the Jimmy Saville references!
As for the third episode i think Euros was the one who set up the hole reichenbach falls episode or Moriarty knew his goose was cooked the moment the UK secret service and every other secret service got interested in him.
He must've known he was a dead man when everyone found out his code was worthless and his rep and identity was destroyed by appearing in the newspapers. So he killed himself cause he knew he wouldve been bumped off eventually.
I mean when everyone knows your name and the only leverage you had is gone what was he gonna do? He always knew he was dead so he set up all those messages and thus i doubt he will ever come back unless the writers make up something very special.