Holmes is the one who is lost in thought. It is unambiguous. "(did not) ... enlighten me" and "sat lost in thought" are coordinated VPs using "but", with the same subject in
nor did he enlighten me, but sat lost in thought
And since the subject of "enlighten me" is "he", so must that be the logical subject of "sat lost in thought". Which is to say that ...
The phrase crash out is an example of a phrasal verb:
phrasal verb, n: an idiomatic phrase consisting of a verb and another element, typically either an adverb, as in break down, or a
preposition, for example see to, or a combination of both, such as
look down on.
In this case, crash out is not used in the usual sense of crash out, but as it's more ...
Grammar is a social convention; specifically it is within linguistics, which is a social science. Grammar and syntax dictate/describe the rules for "well formed" speech (like XML rules). "Well formed" here is defined loosely as, "a native speaker should understand or nearly understand the intended message, even if they don't understand the words."
1 - None of these are grammatically correct to me. Part of the reason is the "first ... and then ..." construction. It sort of forces a parallel structure so I am expecting it to read "having lived first in Canada and then at his present home in America"
2 - "Having been" is clearly right here because we are talking about a past ...
to disturb OED
To move anything from its settled condition or position; to unsettle.
As in the sense of do not disturb:
1664 J. Evelyn Kalendarium Hortense / Disturb not their beds..lest the seeds dry.
1816 Shelley Alastor / With lightning eyes, and eager breath, and feet Disturbing not the drifted snow.
I know him to be honest.
The Oxford Learner's Dictionary explains this construction in definition 5 for know:
reputation [transitive, usually passive] to think that somebody/something is a particular type of person or thing or has particular characteristics
know somebody/something as something It's known as the most dangerous part of the city. ...