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Missy's primary weapon in this story is a "long stick", which she later misplaces. Missy would later use this gag when stranded in the drylands of Skaro with Clara Oswald. (TV: The Witch's Familiar)
When the Nun met the Tenth Doctor she had claimed that due to meddling with her own timestream, she was unaware of which incarnation she was. In this story, she is certain that the moustachioed Monk is her previous incarnation, suggesting that this adventure, from her point of view, takes place before the aforementioned meeting. (AUDIO: The Wrong Woman)
Just as the Monk had been infuriated and confused on previous meetings with Missy with the nickname of "the Meddling Monk", his female incarnation is equally irate when referred to as "the Meddling Nun". (AUDIO: Divorced, Beheaded, Regenerated, Too Many Masters et al)
At the end of this adventure, a lone Missy obtains the co-ordinates of her Master TARDIS and sets off to locate it. Missy had previous lost her Master TARDIS after being teleported away from it by the Monk. (AUDIO: Treason and Plot)
Missy continues the on-running gag about using the word "Master" of "Mistress" to create poor disguises. In this story, she calls herself "Miss Carpone" in reference to the Italiancheese "marscarpone". The nickname is so terrible that even the Monk picks up on it. Examples of previous poor pseudonyms are DI Missy Masters, (AUDIO: The Broken Clock) Colonel Masters (TV: Terror of the Autons), and Mobile Intelligence Systems Interface - or M.I.S.I. for short - when meeting the Twelfth Doctor, who didn't know her true identity, for the first time. (TV: Dark Water)