Yeah, Missy's still alive. No way Moffat would have the stones to kill off the Master.
You can't kill off any Doctor Who villian, even if you tried. At any time in the future someone can just bring them back with a quick explanation.
I just watched the Doctor Who Extra for this episode, and they were joking that The Master would always get definitively killed, then come back the next time with the explanation "I escaped".
Heck, in The Last of the Timelords, he died without regenerating, and then his body was burned, yet HE CAME BACK!
I'm pretty sure Missy wasn't killed, but instead teleported out, perhaps with an automatic failsafe for this very occurence, since she created these Cybermen. They used the same blue effect for her "death" as they did when she teleported off the plane. The Cyberman shots didn't cause that kind of damage, they made big flamey fireballs earlier in the episode.