Missy's child

You may be looking for The Master's daughter.

Missy presents her child to her past selves. (PROSE: Winning)

At some point, Missy had a child. When she gleefully presented the baby to three of her previous incarnations they reacted with shock. (PROSE: Winning)

Behind the scenes

This illustration arose because of a conversation between Steven Moffat and Russell T Davies. The joke plan follows that Moffat would have ended his era of Doctor Who on a cliffhanger in which Missy told the Saxon Master and the Twelfth Doctor that she was pregnant.