Continuity mistake: When the Doctor and Nardole are being held by the Picts in a circle of weapons being pointed at them, when Kar's brother points a knife at the Doctor and warns him not to speak until she gets back, his arm is almost fully extended in shots from above and facing the Doctor, but much more bent in shots facing him. (00:12:40)
Continuity mistake: After Nardole gets Pictish facepaint, the lines change in consistency and exact positioning several times throughout the episode.
Chosen answer: The Master knows that deep down, he deserves death for the crimes that he's committed throughout his life, and since he regards The Doctor as his arch-foe, he expects it to be at his hands. The fact that The Doctor is still willing to forgive him for all of his crimes hurts him more deeply than death would.
Captain Defenestrator