I agree about her shooting him as an escape route, but I don't think he nicked her body - rather I think Lucy herself is going to bring her hubby back to life of her own choice and when the Master next appears, it will end with the two of them disappearing off with an evil chuckle.

At least I hope that's the case. Brilliant sinister callous nihilistic villainess, that Lucy. We should see more of her.