I was looking over the post-Return Sherlock Holmes stories, and finally put something together about the dates.
“The Three Garridebs” case begins in June of 1902. All signs indicate that Watson is still resident at 221B at this point. We all know how that case ends.
“Illustrious Client” begins on September 3, 1902, with the famous trip to the Turkish baths. At that point, Watson says, he was “living in my own rooms in Queen Anne street at the time.”
“Blanched Soldier” begins in January, 1903. Holmes is still in his consulting-room in London, but Watson doesn’t appear in this case and Holmes narrates. And he is BITTER: “The good Watson had at that time deserted me for a wife, the only selfish action which I can recall in our association. I was alone.”
“Creeping Man” is dated September, 1903. This is the one where Holmes sends Watson the famous “Come if convenient, if inconvenient come all the same” telegram, and Watson’s narration says that their relations were “peculiar” at that time. Watson is also manifestly annoyed at being summoned for a case about a dog. Turns out it’s a case about a man who is in love with a younger woman and wants to impress her by augmenting his sexual potency via monkey gland secretions.
Holmes’s retirement to the Sussex Downs happens sometime in 1904, since it is announced in the introduction to “Second Stain.”
“Lion’s Mane” is dated 1907 and is the only story set during Holmes’s retirement (he comes out of retirement for “His Last Bow”). He mentions that “my house is lonely” and that “at this period of my life, the good Watson had passed almost beyond my ken.”
OK. So, in my own headcanon, I always located the Declaration and Consummation pretty soon after “Empty House,” based on the fact that the Return stories indicate a new level of physical and emotional intimacy (plus in “Norwood Builder” Watson sells his practice and moves back into 221B. Really, you don’t do that for a roommate).
However, if you look at these dates, it occurs to me that another narrative–one which I in no way like as well–would go like this.