In The Name of the Doctor, the Doctors time-line is rewritten as he is killed over and over again. Jenny disappears because, as Madame Vastra tells us, the Doctor wasnt there to save her when they first met. Strax suddenly reverts to a Sontaraan warrior and threatens Madame Vastra, all very cool and funny. But if the Doctor never existed then why would they both not just pop out of existence too? I can understand Clara being there because shes the impossible girl and has travelled in the TARDIS but the other two should have disappeared. If you ascribe to the idea that those who travel in the TARDIS see the universe differently it should have been Strax who retained his memory and Madame Vastra who reverted to warrior since out of the two he is the only one we know to have flown in the TARDIS.