Not from Doyle, but the film, "The Seven-Per-Cent Solution", presents Holmes as very vulnerable. Especially given the amazing cast, it is an excellent portrayal.

That Holmes would encounter Sigmund Freud seemed to me at the time as a wild use of artistic license. Since then though I have come to believe that there were a lot fewer people on the Earth in general than I could really appreciate at the time, and some of these luminaries may well have shared a drink together. (So why not a fictional luminary as well?)