Based on things in this episode I’m guessing Missy is The Rani ….
Wiki plot summary “The Doctor must recover his wits in time to avoid becoming a permanent part of the Rani’s plan to collect the genius of the greatest scientific minds in the universe, of which she has captured many including Einstein [was he on the train?] in order that she can create a time manipulator, which would allow the Rani to control time anywhere in the universe”
and second, turn that GUS’ monocle anticlockwise and it starts to look like a pocket watch