We last saw Clara Oswald walking away from the Tardis after a mutual misunderstanding with the Doctor (he thought she was beginning a normal, happy life with her boyfriend Danny; she thought he was finally heading back to his home planet of Gallifrey).
Sure, they shared a nice hug (and we all know what a big deal that is for the Doctor) but it still didn’t quite feel like the goodbye they, and we, deserve after everything they’ve been through together.
“We need to get this sorted, and quickly. She’s not alright, you know, and neither are you.”
However, anyone who’s been paying attention since Steven Moffat took over the reigns of Doctor Who knows he takes great delight in using misdirection (or just plan lies) to fool us, so that unspecified “she” could still be someone else entirely.
In the end, though, I think we have to assume that Clara will appear – but possibly in a limited capacity. I don’t think Moffat would let her go without a proper send off and I even have a wild suspicion that we will find out that her reason for leaving is because she is pregnant with Danny’s child.
Of course, Coleman’s departure raises another question: could the episode see the unveiling of a new companion for the Doctor? Saying goodbye to Clara would be sad but a Christmas present like that would certainly go some way to making up for it…