Sherlock Holmes in the Case of the Missing Martian
From The Arthur Conan Doyle Encyclopedia
Sherlock Holmes in the Case of the Missing Martian is an American comics, adapted by Doug Murray and illustrated by Topper Helmers (cover by Iain McCaig), published by Eternity Comics in 4 issues from july and october 1990.
Sherlock Holmes is called out of retirement to London in 1908 to solve a most baffling mystery: The British Museum is missing a perfect specimen of a Martian from the failed invasion of 1899.
The story is a pastiche, not adapted from an Arthur Conan Doyle's Sherlock Holmes story.
Comics (example of page)

Cover
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Sherlock Holmes in the Case of the Missing Martian No. 1 (Eternity Comics, july 1990)
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Sherlock Holmes in the Case of the Missing Martian No. 2 (Eternity Comics, august 1990)
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Sherlock Holmes in the Case of the Missing Martian No. 3 (Eternity Comics, september 1990)
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Sherlock Holmes in the Case of the Missing Martian No. 4 (Eternity Comics, october 1990)