What was that device which Sherlock Holmes used as a weapon on Dredger?
It is not a weapon, it was a circuit connector, however, presented as if it was an electric capacitor charged by a static electricity generator (we can see Sherlock charging it by spinning the wheel).
A capacitor is a device that stores electrical energy in an electric field. It is a passive electronic component with two terminals. [...] Most capacitors contain at least two electrical conductors often in the form of metallic plates or surfaces separated by a dielectric medium.
I am sure that the producers were inspired by devices such as this one:
However, in the picture above the "jar" is the capacitor and the "stick" is used to discharge the electricity by short-circuiting it.
The device in the movie, however, wouldn't work as displayed - if you look closely, you will see that the two prongs are joined together (and probably made of copper) which means that the even if the handle was somehow holding the electric charge, it would immediately be discharged by this connection instead of waiting for the contact with the skin.
On the other hand, it could be a wood (an electric insulator) just painted to look like copper and only the tips of the "fork" are connected to the capacitor in the handle...