I'm wondering if it was a mislead and the Doctor was actually about to kill whoever was threatening Davros? And yeah I wasn't worried for Missy or Clara either, that's one drawback with trying to have big moments of jeopardy in your premiere I guess, it seems unlikely that there's going to be any really big shake-up at this point. Maybe I'd be more inclined to worry for the characters if we were in the first part of the series finale, but as it is I'm fairly sure Clara's going to be fine!