Which Sherlock Holmes story concerns the activities of the Ku Klux Klan?

A young Sussex gentleman named John Openshaw has a strange story. In 1869 his uncle Elias Openshaw had suddenly come back to England to settle on an estate at Horsham, West Sussex after living for years in the United States as a planter in Florida and serving as a Colonel in the Confederate Army. Not being married, Elias had allowed his nephew to stay at his estate. Strange incidents have occurred; one is that, although John could go anywhere in the house, he could never enter a locked room containing his uncle's trunks. Another peculiarity is that in March 1883 a letter postmarked Pondicherry, in India, arrived for the Colonel inscribed only "KKK" with five orange pips (seeds) enclosed. And so the mystery with Confederate connections unfolds...