This mini-series so far has been about as Missy as it’s possible to get without it being an actual episode of the TV show. Houser has up to now perfectly nailed the mannerisms, banter, and cockiness f the character, not to mention the borderline craziness she always seems to be straddling. Or was, of course, as Missy is now sadly a prior incarnation of The Master. Time, however, is luckily a very fluid thing, so no previous incarnations of The Doctor or The Master are ever truly gone, they are still running around somewhere in the distant past or the distant future.
The distant future was of course where this particular tale began, as Missy attempted to break her previous self out of Stormcage prison, all the while pretending to be a future incarnation of The Doctor.