Missy clearly didn't die in Death in Heaven. The FX was different - it was the same FX as teleporting. And she would never expose herself like that to a bunch of Daleks without a trick up her sleeve, such as the vortex manipulators she and Clara used earlier, probably augmented with a bit of visual trickery to make the Daleks think they exterminated her.
Maybe. But given that it appears next week's episode is about the Doctor trying to rewrite time, that suggests there's something that needs rewriting.