Was that Shada at the end? Because I'm pretty sure The Doctor has been imprisoned in Shada.
Considering all of the revelations of the episode, I frankly don't understand why The Master was sooo mad that he decided to destroy all the Time Lords and transform them into Cybermen. So the early history of the Time Lords and how they achieved regeneration was a lie (odd that Rassilon and Omega were never mentioned in any form) and The Doctor isn't really Gallifreyian. Those are big revelations, but why does that bother The Master so much? He never had any fondness for the Time Lords, their history, or anything else related to them. Certainly to a degree, he does care about The Doctor but I still can't fathom why this new knowledge angered him so much.
And that lies the crux to why I'm not a big fan of this episode. I'm still processing the truths about The Doctor and that means about her past (it certainly does inject new mystery into her, if nothing else), but this whole season's climax was built upon The Master's anger and feelings of betrayal and I simply don't feel like it's justified. Not unlike my own feelings about series 8's climax was dependent on Danny and his relationship with Clara, when I absolutely despised Danny and never felt any real passion from their relationship.
While I like the sudden twist at the end with the Judoon miraculously showing up to apprehend The Doctor, I don't like how they easily breached the TARDIS' security systems. I think it would've been better if they had showed up outside of the TARDIS just before The Doctor had the chance to go back in. That would've been more heartbreaking and more realistic (within the confines of Doctor Who's own logic).
While I'm not surprised he didn't show, I am a bit disappointed that Captain Jack didn't appear. There wasn't much room for his presence to fit into the storyline. On the other hand, aside acting as a stand-in for The Master's grand scheming, the whole Cyberman plotline from the previous two episodes felt completely disconnected with the rest of the episode and, as a result, I just didn't care because I wanted the episode to get back to The Doctor in the Matrix and the following repercussions.
Now to really sit back and process these new revelations because I'm still not sure how I feel about them (aside from injecting new mystery in the character's history).