The longer foot pegs are something you have to get separately. So far, I think the only figure they've come with is the HT T-800 figure.
This is the TTL WWII body. You can get it as a carded figure or loose from their WWII boxed figures. All the pegs are 100% compatible with Hot Toys so you can use regular HT hands and feet on them.
For Mr. Holmes I'm looking at a Battlegear Toys overcoat that I hope won't be too hard to mod to the correct style. For Watson, I haven't completely made up my mind but I'm thinking about using their WWII American raincoat. The lines are more or less right, but the color would need to be changed.
I decided to try out the HT Slim body and see how that works out for Holmes.
As to the Barbie/Ken outfit you referenced. Would that fit other 1:6 figures? I never tried that before. I think that is a great idea with that outfit, it does look like a Watson outfit.