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The confession dial was the last will and testament of the Doctor. After being summoned by Davros, the Twelfth Doctor left it with Ohila for her to deliver it to Missy. (WC: Prologue (webcast))
Missy later explained its purpose to Clara Oswald, that it was to be given to a Time Lord' best friend prior to their death. She attempted to pick it up, believing that Missy was delivering it to her on the Doctor's behalf. (TV: The Magician's Apprentice)