One more piece of evidence that Mycroft is gay: I kept thinking there's one more thing, there's one more thing....
His workout clothes. In keeping with the theme of Sherlock's repressed obsession and attraction to the soldier, we see Sholto and the guards wearing military trousers with the red stripe down their legs. Phallic much? *eye roll* Anyhew, what is Mycroft wearing so randomly? Dark spandex tracksuit, all solid except for a wide red stripe down each leg. Yep. He likes men, according to the code laid out in this series. It's gunna be Lestrade! Whether he get him or not remains to be seen.