Sorry, but you’re mistaken. Holmes might have said what you cite, but that isn’t the famous saying that would be referenced in these situations. Look it up if you don’t believe me; it’s well-known.
As for what Holmes might have said, it isn’t really relevant. You can find a source for anything, but it doesn’t cut any ice to reference something obscure simply because it contradicts a well-known truth.
He did say it. http://quotations.amk.ca/sherlock-holmes/2.html It’s relevant to me. I wouldn’t call it obscure either. I agree with Doyle.