The Doctor was visibly upset when, upon reaching the coordinates Missy gave him, there was nothing to be found. He was hoping Gallifrey had indeed returned to its normal space and even lied to Clara about its return. Most series of the revived show tend to have an arc that builds up from the premiere to the finale (see 8 of them explained, including Bad Wolf and Saxon, here). The Doctor believing Gallifrey has returned, but not being able to find it, should be the arc for next year's series. Watching him grow more despondant and desperate as the series progresses, possibly with a new companion in tow, would prove for a fruitful set of adventures. Just how far would the Doctor go to prove to himself, and others, that Gallifrey isn't gone forever?
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