Answer:
Yes, Holmes is correct.
Step-by-step explanation:
Let's separate each statement of Holmes: (they are all true)
If we start with the last one, we know that Mrs. Smith is lying. That takes us to the first one, Mrs. Smith IS lying, so Moriarty has not escaped.
If we look the second one, either Moriarty is dead or he is really Jones.
If he is really Jones, that takes us to the third statement that says that Moriarty has escaped. But we know from the first statement that he hasn't escaped, so he can't be Jones.
So, going back to the second statement, Moriarty is dead.