This is not about Sherlock Holmes, but a different Sherlock, whose big thing was to join the Ku Klux Klan but not have to wear a sheet. Meaning he would be called "No Sheet Sherlock."
It's not that lame (maybe it is). Different people have different principles. Just because Sherlock hated everyone except white people didn't mean he was a terrible person generally. Maybe he had a bad upbringing, or maybe he was hit in the head with a baseball and was never right after that. He just wanted to stick with his own and let his own stick with him. All others could butt out!
But joining the KKK wasn't really something he sought. He just fell into it really. Some guys were organizing a big march against immigrant restaurants, black owned diners, Jewish stores, and so forth. Everything that was something that they hated.
(This isn't funny.)
Anyway, one of the guys knew Sherlock and knew that he'd been hit in the head and wasn't quite right, so they brought him along. But Sherlock didn't want to wear a sheet. He didn't want his face and head to be covered up, no matter what. That's the one thing he refused to do. "I'll ride with you, I'll string people up, I'll burn crosses on the lawn, but I will not put one of those sheets on my head."
(This is really lame.)
So that's how we got him, No Sheet Sherlock.
(OK, enough.)