Let’s have a look at what Missy had to go through in The Doctor Falls and the end of World Enough and Time.
Missy was genuinely trying to do well in the Doctor’s little test. She went out of her way to explain shit to random snacks and actively tolerated people she’d normally kill for the lols. When she finally ran into herself you could clearly see that she was not amused at all. the look she gives the Master is a, ‘you better not be here to fuck up my day’ look.
When the Master starts to torment Missy with what he did to Bill she knows that all the effort she’s put in with the Doctor is about to crumble around her. She has to stand there and take what the Master says without showing her hand because she knows that biding her time and staying on the Master’s side is the only way that she can protect the Doctor.
Then she has to stand there with the Master while he verbally abuses the Doctor, knowing full well that the Doctor is going to assume the worst of her. She endures those sad eyes and who-knows-what in response from the Doctor.
Following that Missy must partake in the physical beating of the Doctor - someone she has clearly grown to love - if not actively in love with. If she doesn’t hit him, repeatedly, the Master will assume that she’s on the Doctor’s side. If she ends up tied up as well then there’s no hope - so she plays along - beating him with her umbrella. She does the best she can - knocking the Doctor onto the keyboard so that he can re-programme the Cybermen.
After that, on the balcony, she has to assist the Master in tormenting the Doctor verbally. This would be just as bad because Missy knows how much the Doctor’s companions mean to him and the longer she continues this charade, the more likely the Doctor is to never forgive her for the mistakes of her past. She probably already assumes that the damage done to their relationship is fatal yet she continues to try and save him the only way she knows how.
When she gets her chance to free the Doctor, she does. As soon as the Master wakes up, she has to try and ingratiate herself back toward the Master to keep an eye on him without risking a full scale confrontation.
For the next two weeks at the farm it falls to Missy to keep an eye on the Master. In order to do this she basically has to abandon the Doctor’s side and play mediator between them. She can’t be honest with the Doctor because the Master will sense her disloyalty and remember - Missy’s probably still trying to play the Master for their Tardis.
There are several other scenes scattered throughout with Missy’s changed behaviour shows through and then she quickly corrects it for the benefit of the Master (see her referring to Bill as ‘she’ instead of ‘it’).
Then she has to put up with the Master’s overt sexual overtones toward her while she is effectively baby-sitting him to make sure that he doesn’t do anything like kill the locals for the hell of it. She ends up showing her cards by giving the Master the device to fix the Tardis. In order for Missy to survive to reach this point in her time stream she knows she has to get the Master out of the spaceship. Considering everything is about to go to hell she basically nudges him on his way.
Worse, she is faced with the prospect of killing herself in order to make sure that the universe is not left with the violent version of the Master loose without the Doctor to keep him in check. She knows that there is a very good chance that no one is making it off the ship alive so at least this way, Missy knows that the only version of the Master that survives is her - the version that sought out the Doctor instead of burning the stars.
One of the worst things she had to face is the goodbye to the Doctor. She wants to do as promised - to stand with him - but she has to turn him down to make sure that the above happens without the Master becoming suspicious of her motivations. You could see how much it hurt her to say no to the Doctor.
We know she planned on coming straight back to stand with the Doctor but never got the chance. So as the final part Missy died alone, killed by herself and knowing full well that the Doctor, whom she lied to in order to protect, would think the worst of her.
Throughout the entire experience she showed at tremendous amount of fortitude and courage. She faced her darkest demons - alone - and won. I can’t help but think that when Missy said, “I know I’m going to die.” I think she meant her real death - her end - because part of her remembers what happened or at the very least had a feeling that this was coming. Like a storm.
It’s the age of question - if you play a game of chess against yourself - who wins?
