Não é um erro de script. Um Osgood foi morto, mas o outro sobreviveu.
Isso é explicado claramente no primeiro episódio com Osgood desde Death in Heaven :
CLARA: So, Osgood's been kidnapped, right? I thought Osgood was dead.
KATE: There've always been two of her, ever since the ceasefire. We never knew which one was real.
DOCTOR: Both of them.
KATE: Okay, which one was Zygon.
DOCTOR: Both of them. They would have maintained a live link. They were both Zygon and human at the same time. They not only administered the peace, they were the peace.
JAC: When the other Osgood died, the survivor went pretty much mad with grief. Then she just disappeared. Went undercover in the States. Now, of course, the rebels have her.-- Series 9 Episode 7, The Zygon Invasion (emphasis mine)
Vimos no início deste episódio que havia dois Osgoods desde os eventos do Day of the Doctor :
NARRATOR: Once upon a time, there were Three Doctors. Two Osgoods.
[...]
OSGOODS: Shall we do it together? Operation Double. The Zygon peace treaty.
OSGOOD 2: I'm Osgood.
OSGOOD 1: I'm also Osgood.
OSGOOD 2: Remember that. It'll be important later.-- Series 9 Episode 7, The Zygon Invasion