Official Doctor Who Discussion

Missy did indeed regenerate at the end of 'The Doctor Falls', she does this by creating an Elysian field around herself which triggers a new regeneration cycle, the process destroys what is left of her body, but a back up of her conscience is preserved and integrated into her new one upon successful regeneration.

Missy becomes a 'purely good' female incarnation and rechristens herself The Lumiat. She becomes very much her own nemesis, travelling back along her timeline and thwarting Missy's schemes. The Lumiat is ultimately killed by Missy and regenerates again

I think it's left up to interpretation