Re. Missy -- I think she's the Master. After all that "is it time for a female Doctor?" discussion last year, changing the Master's gender would be a bit of an acknowledgement of that.
One fanciful idea I've heard is that she is... kind of like the Valeyard. But instead of being a summation of the Doctor's negative aspects, she's his mistakes - and thus "Missy". This ties in with his, 'I've made some mistakes..." line.