MarkB
Legend
I just rewatched Missy's 'death scene' at the hands of Lethbridge Stuart Cyberman last night. The look on the Doctor's face clearly said, "Oh no, she got away again."
Everyone is talking about a cloaked Skaro. That wasn't my take-away from the episode. I saw a bunch of projections or illusions, so that's what I figured the deaths and destruction of the TARDIS were also. I could be wrong and we could end up seeing the Doctor running around and rewriting time from his own timeline, which he isn't supposed to do (but does anyway).
If it was an illusion of Missy and Clara finding a cloaked Skaro and then getting exterminated, the question is why? As psychological torture for the Doctor it's over-elaborate - simply having Missy and Clara finding the TARDIS in another room on the station, followed by their deaths, would have been no less effective.
Until we're shown a reason for Davros to be lying about having gone home to Skaro, there's no reason not to take that part of the story at face value.