O mistério de Clara já foi resolvido no final da 7ª temporada (com Matt Smith, o 11º Doctor). No episódio O nome do médico ,
Clara jumped into the timeline of The Doctor (this timeline was in physical Form inside the TARDIS grave of The Doctor) to save him from The Great Intelligence (who successfully rewrote Doctor's timeline turning his every victory into failure).
É por isso que ela continua morrendo e reaparecendo na vida do Doctor
(she even talked to the 1st Doctor when he was stealing his TARDIS).