I think the six wives originated with Baring Gould, whose work I have not read and which I feel rather dubious about on this point. He is not, however, the sole proponent of Watson as Blue Beard or Henry VIII.

Somewhat more conservatively, some seem to contend that there was an allusion somewhere which implied a wife pre-Holmes in addition to Mary and Mystery Wife #2.

Thankfully, I can still peruse all this casually and just be amused, as I won't be getting around to any actual writing for a while. Must finish one thing before beginning another. :-)