And so we reach the twelfth Doctor’s final journey. Judging by the first Doctor’s clothing and dialogue, the snowy location they are in is the South Pole in 1986 during the closing moments of William Hartnell’s final story (and the first Cybermen tale), 1966’s The Tenth Planet. With the day saved, a very weak first Doctor declared to his companions Ben and Polly that he needed to leave for the TARDIS immediately and rushed out ahead of them. This final scene (and the Christmas special) almost certainly takes place between his leaving the Cybermen’s ship and Ben and Polly returning to the TARDIS to find the Doctor already inside and about to change for the first time…
But that’s a story for when the Doctors return at Christmas.