I am wondering whether Missy is River Song.
The final two stories of this season will be In The Forest Of The Night and Dark Water/Death In Heaven.
There have been a couple of times where forests have been connected with River. Firstly, her debut was in Season 30's Silence In The Library/Forest Of The Dead (were there Silence in the library? I don't recall seeing any). And it is during Season 32's A Good Man Goes To War that we learn she is Melody Pond - in the Gamma Forests, as the TARDIS told Rory Williams in The Doctor's Wife, the only water is the river.
Dark Water - so, does the water here refer to River, and, as the Gatekeeper, are we faced with a River who is a much darker character?
If we recall River's fate, it was to spend forever in a computer-generated reality in the Library (is this the Nethersphere?). And those who had been killed on her expedition were uploaded to the computer thanks to their data ghosts.
No doubt, in 3 months time, I'll be proven wrong....