It looks like Missy is getting executed to me. Although we know that The Master can survive being disintegrated, so I'm not sure how you actually kill her. Thinking about the last time The Master was executed, maybe the whole "snake creature" thing only happened because The (presumably Ainley) Master wasn't in a Timelord body. Missy is (seemingly) a Timelord with regeneration again, so she could probably be killed easier (although I doubt they'll actually kill her off in the story).
Actually, the scene makes it look like it's the Doctor who is the one being executed. He is the one that steps forward on that platform and is referred to as the prisoner unless I am misinterpreting the scene.
He looked like an observer to me, staying on one side of the platform while Missy was directly across from the talking guard. Missy was also the one led out of the guarded house and said she thought the Doctor was retired, which doesn't seem like something someone says to a person about to be executed. I think Missy was saying it because she was commenting on him appearing there even though he's supposed to be on Earth.
That makes a lot more sense. It's just a little odd that the Doctor would need to stand right next to the platform if he is just observing. Why would the Doctor need to stand so close to the execution? It is fitting the Doctor would come to Missy's execution. I wonder if he will save her for some reason?
I'm guessing he's standing right there to talk to here, but would back up when they go to execute her. I can't see her saving her, because she's done a lot of evil things, but I could see him showing up to be there as she dies because of their weird connection and as a kind of time lord final send off thing. I'm sure she'll probably end up escaping, either without The Doctor's help or he'll rescue her because he needs her for something. After all the people she has killed and things she's done, I don't see The Doctor saying her just to save her. He might not kill her himself (although the end of Series 8 shows he might, although I think he knew she'd escape), but I could see The Doctor letting her get executed without stopping it (which he's done before).
Maybe the vault is her punishment and the promise the Doctor made was to these people that he would keep her locked up in it?
So, based on the Missy clip the Beeb released, and the quote from Gomez on Radio Times about being surprised at the read-through because she hadn't read her script, I'm going to assume that she's in the vault, the clip is part of the explanation why, and explains the Doctor's oath-swearing, and Simm will turn up towards the end for a cliffhanger. I gues we'll find out in four hours or so...
I can't believe it didn't occur to me that it could be a flashback. Damn time travel shows. It's like if the time reads incorrectly on Voyager it can't be the clock is set wrong... It has to be a temporal anomaly
Why would the Master still talk to Daleks after that little misunderstanding last season? Why would the Daleks care if the Doctor is a domestic? Why wouldn't the Daleks just exterminate the Master on sight? (the same reason they never do regarding the Doctor, because then there'd be no more opportunity to use the characters...)
This being a flashback makes a whole lot of sense. She mentions the whole Darillium thing, which puts it in context as "the past", and plus the Doctor is wearing his top swag look, which he's all but abandoned so far this year (save for "The Pilot", in which he reverted to the old look so Moffat could shoehorn Bill's previously-shot intro scene into the story). What really sinks it for me is why the Doctor would agree to stay in one place and time and watch over HER indefinitely? Surely if it were simply her, he could set something up in the TARDIS itself and keep moving on? He's done this sort of thing before, and there's even been a version of the Master effectively being his companion in the rendered -non-canon "Curse of the Shalka" story; I'd always wanted to know more about that Master... Mark