He answered Anderson's question, but I strongly suspect it was not the entire truth.
What did seem most likely was that Sherlock must have landed on some inflatable apparatus, I thought it was more likely to be linked to the bus that was out of order (man couldn't get on when Sherlock looked down) or the Rubbish Truck - (both of these disappeared by the time Watson arrived). Likewise if the bus was out the front there would have been no need for the look-alike corpse (although this was clever and I missed that). But the general idea of a landing mat + distractions to John's line of sight + using the homeless network to convince John he's dead does seem most likely, and although there are other theories most of them violate what's plausible and/or what we were actually shown in the episode.
But as for the IOU stuff + how big of a deal the writers made the coffee scene + all the references to Heaven/ Hell mythology (especially relating to burning, Lucifer's fall from heaven, the poisoned apple from Adam and Eve, etc.) I strongly suspect this either ties into a more elaborate scheme by Moriarty or it hints at the fact that Sherlock managed to get Moriarty to kill himself through a trick (for instance, radiation poisoning, i.e. a burn relating to making an angel committing murder and thus becoming a devil) - and this does relate better to Sherlock explaining how he'd already beaten Moriarty but his plan revolved around letting Moriarty think he'd won. Alternatively it could have been a red herring, although that would make for poor writing considering that they took Sherlock so far out of character in those scenes.