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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 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.[1]