Since I still really enjoyed the season I'm not too hyped to contribute to the negativity, but after some thinking about the final episode I realized my personal biggest issue with it and thought I'd share.
We never really get to see Eurus be a genius. We hear about it, again and again. "She's an era defining genius", "she enslaves everyone she talks to", "it took her only five minutes to do this to us", "she made this clever puzzle", and so on. And sure, she had a long and complicated plan that all worked out, but that was planned years in advance, which is never as cool as displays of intelligence in the moment. Sherlock is at his coolest when he notices all these different things and has to be a genius in the moment, and I'm disappointed after all the Eurus buildup that we never got a moment that showed us how much more of a genius Eurus is. Instead we were just told it over and over, and it's implied all the time.
So that's my biggest problem. There's no big cool villain moment where she really gets to shine. The actress did great, but I'd have loved for the character to have a better show-off moment.