Here's the list of interviews I could dig up through Japanese anime news and blogs. I've managed to get the raws of a few of them on the list and I've translated them, but to get more I'd have to buy some of the magazines listed on there, which I'm willing to do once I start earning my own money (but not now). Of the ones I've read or heard about through the Japanese blogs, none of them talked about what puns were used to come up with the characters' names - so the puns are fan speculation for the most part, I think, unless someone can give me evidence to the contrary.
Oh man, I'm getting off-topic - anyways, it's a cool idea that Shiho's name might come from Sherlock Holmes! Although, I'd have to say that Shiho is a fairly common name in Japan, but - who knows, right?