Osgood and Kate Stewart show up to help the real Doctor in St. Paul Square with UNIT in toe. They take control of Missy and her controller, but the Cybermen fly off into the sky.
UNIT sedates both the time lords and brings them to BOAT ONE a flying office akin to Air Force One. There is some quick banter involving a British TV series call Thunderbirds and Captain Scarlet. It is Captain Scarlet's Cloud Base that the Valiant, from "The Sound of Drums," is based on, this is Moffat making a salute to Gary Anderson.
The interrogation by the Doctor of Missy in the cargo hold, was fantastic. She reveals a lot that can be used going forward into season 9, and I real hope she comes back in too. The interaction between Missy and Osgood, was spectacular though. Missy really is bananas.
When Missy gets back to the Nethersphere and is watching the Doctor fall to his death, Seb's reaction "permission to skweeeeee!" was cute, and felt like a fan shoutout, but when Missy vaporized him, it made me want to skweeeee. It was just so typical Master.
Doctor: I'm an idiot, in a Blue Box, with a screwdriver.
Santa Claus: What do you want for Christmas?
Next time on Doctor Who: Christmas Special