Clearly the TARDIS escaped - I can't believe that such a piece of advanced technology wouldn't find a way to dematerialise pretty smartish if its existence was threatened. It's gone somewhere safe and the Doctor will summon it when he's ready for it. As for the others, you can't kill off Missy/Master, there's always a plot twist. Davros probably staged it all because clearly he already knows what happened when he was a child, the Doctor has to be pushed into doing his part.
Anyone else notice Missy's reference to Danny? I assume he'll reappear by some means in this series and he and Clara will go off together and live happily ever after.