There is one possible reason not explored as to why the Doctor didn't find his home where Missy said it would be but be warned because it's not a pretty one. There are many races out there that did not want the Time Lords to return to this universe as they feared the Time War would start anew if and when they did. Learning of its return, what stopped the Daleks, Cybermen or any other race from finishing them off while they were still reeling from figuring out where and when they were in the universe? This turn of events would no doubt send the Doctor down a dark path and reveal an entity mentioned a couple of times, both in Classic and NuWho, who, coincidentally, is explained more on the next page...