This next theory is probably the least likely of the lot. Missy is believed by some to be a physical representation of the TARDIS, akin to Idris from The Doctors Wife. If Missy is the TARDIS, she could be saving those whom the Doctor inadvertently kills. The Doctor had some part in the half-faced man, the soldier from the Aristotle and Matthew the police officers deaths. Perhaps the TARDIS feels guilty and wants to save them from death? So why is this the least likely? Its been done (exquisitely, we must add) before, and whilst the Moff likes returning to what he has done before, it must be noted that the Moff didn't actually write the episode which Idris appeared in. He LOVES to bring his own creations back, but others not so much. And even if it does turn out to be the TARDIS all over again, that would mean that Missy is good and the story arcs of the Moffs tenure as show runner don't tend to be good. After destroying the universe, killing the Doctor and attempting to re-write the Doctors time stream, we think it is unlikely that the Moff is feeling guilty for offing so many characters. And the most unlikely part of this theory? Why would the Doctor divorce Idris (his titular wife) to simply become Missys boyfriend? Surely it would have saved time, and paperwork, to remain married?