But why to bash him about it and not almost everybody else 100 and more years ago about there believes in gods (which are not inherently more real then ferries are)?

I contest your claim, and have concrete reasons to think that ferries are indeed real! ;)

Jokes aside, I partly second your claim that Sherlock Holmes methods are in fact rational. Yes, you don't get to see the whole process. Indeed, it looks like magic. But my mobile phone also looks almost like magic to me. Holmes' reasoning is evidence based. He constantly challenges the most common beliefs to see if they match with reality. He holds off on proposing solutions until he has gathered a sufficient mass of evidence. He updates his beliefs and shows no bias in how he analyzes the facts. He's maybe not a black belt bayesian, but this doesn't mean there something good to be taken from the character.

And what claims. That Socrates not believed in Zeus. What else did he do in Delphi? Which god did he obeyed by his own claims, if it wasn't Zeus? And what better that would be?

Apollo, I gathered from my classes; at least the Socrates presented by Plato. (I'm not well-read enough in Xenophon or the Straussian esoteric interpretations to summarize their versions.) Most obviously, Delphi wasn't Zeus's; that'd be Dodonna or one of the other oracles. As well, the text of things like the Apology or The Republic are vague enough that one could - and many like medieval Christians have - make Socrates out to be a monotheist, which allows for disbelief in Zeus.

All your arguments are simply points about why we should not consider him irrational because he was religious, but so far you have not given me any reason to consider him irrational. If Newton was just an alchemist I would not suggest studying him at all, it is because he has real achievements to counter-act the failures that he is interesting. What does Conan-Doyle have, beyond writing a character who uses magic and calls it reason.