I can't be sure but this is what I have came up with judging by that scene.
When Lucy shot the Master she had a blank look on her face, she seemed either in a trance or unaware of what she was doing.
So here are two of the theories I have came up with, you can chose either of them to believe or just stick to your own ;)
1) Lucy may have been hypnotized by someone. She say's in part 1 that there was a time when she doubted something, but the Master was so good to her father. She may have been hypnotized by someone to love the Master and not been strong enough to resist it but at the last minute did and killed the Master.
2) She may have been unaware of what she was doing or only realizing After the shock of everything it may have just came back to her that nearly all of her race had died and she shot the master in the confusion of it all. Or she saw the gun and thought about how much pain the Master had put people through and shot him.
The mystery of Lucy Saxon is one never to be revealed, but when the Master returns she obviously hates that he's killing people which brings me to believe she must have been in a trance as she didn't care before.
I hope I helped or gave you something to think on. All my love whovians ~saffarinda x
Miss Trefusis, a guard at the prison where Lucy Saxon was being held.
I can't speak for the classic series, but in New Who, the Master is shot by Lucy Saxon (his wife) and refuses to regenerate in Last of the Time Lords. However, at the very end of the episode, a woman is seen picking up his signet ring from the ashes of his funeral pyre. In End of Time, the Master is resurrected. He attacks the Time Lord President at the end of the episode and disappears with the rest of the Time Lords.
I think she is just a human, but honestly I wouldn't be surprised if she did turn out to be Romana or the Rani, there is something slightly strange about her.
'The Year That Never Was' is a year that took place in season three of Doctor Who. During this year the Master controlled the earth and kept the Doctor a prisoner. At the end of the year, the Doctor reset time so everything went back one year, therefore it was essentially wiped out and did not happen. Only those who were present to witness the Doctor resetting time (the Master, Jack Harkness, Martha Jones, Lucy Saxon, and the Doctor himself) have any memory of what happened. Near the beginning of the Year the Master tricked the rest of the Torchwood team (apart from Jack) into travelling to the Himalayas. It is not known what happened to them during that time.
Seconds before this event, The 10th Doctor (David Tennant) says that now The Master aka Harry Saxon (John Simm) will be imprisoned with him and he will stop wondering as he has some one to care for. Just after he ends that sentence Lucy Saxon, Harry's wife (Alexandra Moen) shoots Harry. As The Doctor catches him when he falls, he tells him it's just a bullet. The Doctor begs him to regenerate, but he refuses and tells him he's won. The Doctor is once again the last of the Time Lords and that is why he was upset. - Or is he the last of the Timelords again? After The Master was cremated, his ring survived. The ring bares the same patterned markings as the Timelord fobwatch in which Timelords hide their identities. Also - you may remember the "Doctor's Daughter". A female clone of the Doctor. She regenerated just as Timelords do when they are killed. There's also "Doctor Donna". Technically Donna Noble is a Timelord now. She just doesn't know it because the Doctor reversed her memories. On top of all of that, there's a "copy" half-human, half-Timelord Doctor that the real Doctor lets Rose Tyler keep in the alternate dimension. There is also the mystery of Captain Jack Harkness, an ordinary human with Timelord abilities - or is he really a Timelord? In one episode he tells the Doctor that he is known as "Bo" on another planet. The "Face of Bo" has always been one of the Doctors allies in the future. And then there is Gallifrey, which still seems to exist after the events of the 50th Anniversary. So the Doctor is not alone at all. Which the Doctor did not know at the time of his last meeting with The Master.
Seconds before this event, The 10th Doctor (David Tennant) says that now The Master aka Harry Saxon (John Simm) will be imprisoned with him and he will stop wondering as he has some one to care for. Just after he ends that sentence Lucy Saxon, Harry's wife (Alexandra Moen) shoots Harry. As The Doctor catches him when he falls, he tells him it's just a bullet. The Doctor begs him to regenerate, but he refuses and tells him he's won. The Doctor is once again the last of the Time Lords and that is why he was upset. - Or is he the last of the Timelords again? After The Master was cremated, his ring survived. The ring bares the same patterned markings as the Timelord fobwatch in which Timelords hide their identities. Also - you may remember the "Doctor's Daughter". A female clone of the Doctor. She regenerated just as Timelords do when they are killed. There's also "Doctor Donna". Technically Donna Noble is a Timelord now. She just doesn't know it because the Doctor reversed her memories. On top of all of that, there's a "copy" half-human, half-Timelord Doctor that the real Doctor lets Rose Tyler keep in the alternate dimension. There is also the mystery of Captain Jack Harkness, an ordinary human with Timelord abilities - or is he really a Timelord? In one episode he tells the Doctor that he is known as "Bo" on another planet. The "Face of Bo" has always been one of the Doctors allies in the future. And then there is Gallifrey, which still seems to exist after the events of the 50th Anniversary. So the Doctor is not alone at all. Which the Doctor did not know at the time of his last meeting with The Master.
Seconds before this event, The 10th Doctor (David Tennant) says that now The Master aka Harry Saxon (John Simm) will be imprisoned with him and he will stop wondering as he has some one to care for. Just after he ends that sentence Lucy Saxon, Harry's wife (Alexandra Moen) shoots Harry. As The Doctor catches him when he falls, he tells him it's just a bullet. The Doctor begs him to regenerate, but he refuses and tells him he's won. The Doctor is once again the last of the Time Lords and that is why he was upset. - Or is he the last of the Timelords again? After The Master was cremated, his ring survived. The ring bares the same patterned markings as the Timelord fobwatch in which Timelords hide their identities. Also - you may remember the "Doctor's Daughter". A female clone of the Doctor. She regenerated just as Timelords do when they are killed. There's also "Doctor Donna". Technically Donna Noble is a Timelord now. She just doesn't know it because the Doctor reversed her memories. On top of all of that, there's a "copy" half-human, half-Timelord Doctor that the real Doctor lets Rose Tyler keep in the alternate dimension. There is also the mystery of Captain Jack Harkness, an ordinary human with Timelord abilities - or is he really a Timelord? In one episode he tells the Doctor that he is known as "Bo" on another planet. The "Face of Bo" has always been one of the Doctors allies in the future. And then there is Gallifrey, which still seems to exist after the events of the 50th Anniversary. So the Doctor is not alone at all. Which the Doctor did not know at the time of his last meeting with The Master.
A yellow bellied sap sucker!
In "A Charlie Brown Christmas," Lucy's psychiatric booth sign reads "The doctor is real in" as a play on words to suggest that the doctor (herself) is available for consultations. The sign is meant to imply that the doctor is "in session" and ready to provide psychiatric help to those in need. Additionally, the sign may also be a nod to the idea that Lucy's psychiatric advice and services are genuine and legitimate, despite her comical and often misguided approach.
In "A Charlie Brown Christmas," Lucy charges Charlie Brown 5 cents for psychiatric help with her booth labeled "The Doctor Is In."
The Master is obviously returning for the Christmas specials along with his wife Lucy, there are no definite plans to bring back the Rani, just the papers naming various women who might play her like Zoe Lucker, Gillian Anderson and even Kate O'Mara who played her in the classic series.
Lucy operated the psychiatry booth, which also had the sign "Psychiatry Help 5¢"