When Missy said "Time Lady, actually. The one you abandoned," for a second I thought it was going to be Romana! That would have been interesting, but I also think it might've been harder to believe than The Master/Mistress. The Rani would've worked a little better, though, I think.
What I'm finding myself bummed about is that, unless it happens in the Christmas Special (assuming we get one), we won't see a new companion for a whole other year. Also, on the whole, I'm a little disappointed with how they seem to be handling Clara's impending departure. I get that she loves Danny and is choosing him, but it all just seems a little too...I dunno...fraught? Like, she's only choosing him because he's dead (whether he comes back or not, I guess we'll find out), rather than it being a more sober choice to stop traveling with the Doctor and stay with Danny. Also, Danny's PTSD and such seem to have not really ended up mattering a ton in terms of the story of Clara deciding to be with him. Like, it was never shown that Clara was beginning to suffer from that, and Danny understood her better than others could. It seems to be used only in the scene in this episode, and otherwise to just add some air of mystery for him. I guess ultimately that Danny's character, while a better male "companion-ish" figure than most, just seems kinda...like wasted potential. I liked him, but I think they could've done a lot more with him than they did.
I guess this could change when we get the finale episode, but I'm betting things will just go totally bonkers by then and a more grounded departure will be eschewed in favor of an emotionally fraught, super-fast-paced, off-the-wall episode with the Cybermen.