Doctor Who: Missy Theories

"Spoilers"-River Song

So I know that everyone who has finished Season 8 of Doctor Who and has found out that Missy is coming back has theories. Here are some of my theories:

1. Missy teleported (sorry if I can't spell). When the Doctor shot her with her death ray thing, she had put a setting on it where if the owner of it gets shot it will teleport instead of killing them. If you notice the color the air turned into, it was blue, not red. When Missy killed people the air around them turned red.
2. She was a clone, Auton, etc. She could have turned herself into an auton like Rory was in S5. Or like a flesh avatar like Amy and Melody (as a baby) in S6. The Doctor could have disintegrated the flesh avatar or auton.
3. The Missy that was shot was a future version. It's very well possible that she is a future version. She could have made her own Vortex Manipulator or made a T.A.R.D.I.S. (which is hard to believe but you know). She could have done a River Song where the first time the Doctor met her was the last time she met him.

You can really tell I love Missy! She is awesome and I love how she makes the Doctor feel so stupid when she tells him who she is. "Well I couldn't very well keep calling myself... The Master. Now could I?" She is AWESOME AND SASSY!

-E