Missy's regeneration

Aboard a Mondasian colony ship, Missy was mortally wounded by the "full blast" of the laser screwdriver wielded by her previous incarnation, the Saxon Master. While she was supposed to die permanently, she managed to regenerate into a new incarnation, who was apparently the Lumiat.

History
The Saxon Master, had been mortally wounded by Missy after refusing to join the Twelfth Doctor in the Battle of Floor 0507, was disgusted that Missy would choose to stand with the Doctor, and thus chose to shoot her with his laser screwdriver when she began to walk away. When the Saxon Master told her that she should not even try to regenerate, the two Master's laughed at how this was a "perfect ending", and the Saxon Master left Missy to die as he took his leave towards his TARDIS. Missy collapsed onto the ground, seemingly dead. (TV: The Doctor Falls)

According to the Lumiat, who remembered the death as poetic, Missy managed to regenerate by creating an Elysian field to "kick start a new regeneration cycle". The process of cryogenetic extraction destroyed her body but retained a copy of her consciousness before regeneration, creating a new incarnation, who became known as the Lumiat, though many memories specific to Missy were lost. (AUDIO: The Lumiat)

Legacy
The Lumiat would later indirectly refer to Missy's fate to an earlier version of Missy, as sell as the reasons for it, but the younger Missy was sceptical of her origins, saying she would rather let herself die than change her ways. (AUDIO: The Lumiat)