As I understand it, there were behind-the-scenes reasons for Nardole's presence throughout. The role wasn't intended to be as significant as it has been in series 10, but Capaldi and Lucas got on well and enjoyed working together, so the role was beefed up.
One possibility, which I floated in another thread -- Gomez-Missy and Simm-Master aren't directly connected due to the Time War. One is the continuation of the Master resurrected by the Time Lords to fight in the Time War, the other is the continuation of the Delgado-Beevers-Ainley-Rathbone-Tipple-Roberts line (with various Big Finish Masters in there, too.)
The other possibility that occurs to me -- Missy isn't actually the Master. She only believes she's the Master. Given that Capaldi has said his one big question is whatever happened to Susan, I wonder if Missy is really Susan, and she won't remember this until the Doctor's regeneration energy triggers her buried memories.