That didn't work for me.
I've been enjoying this series so far, and there were a bunch of individual things I liked about the episode, but overall it left me just feeling WTF.
I liked the UNIT segment, and was especially amused how it ended: "We know how to handle weird situations." Lol, no. I liked that Ruby came to see the woman as a benevolent companion, and not as someone to be resented, feared or hated - I think that says something really interesting about her. I liked that we never found out what the woman said to the people who noticed her. And (as an English person) I was amused by the "prank the English tourist who thinks we're a bunch of yokels" shtick.
Also, I'm generally not opposed to having a mystery that's never solved. Midnight is a great episode along those lines, which I really enjoy.
But this one? Something about the ending didn't work for me.
Maybe because the bit they kind of explained - who the woman was - didn't make much sense. Knowing who she was doesn't help explain anything about why she was acting the way she did - it just makes it weirder. But also, we end up with a paradoxical time loop that erases itself from existence. So... Ruby, having found out about the terrible future PM, finds a way to avert disaster... but only in a closed-off timeline which never actually happens? Meanwhile, in our current timeline where Ruby didn't step on the thing and the woman doesn't exist, the future PM will still do the terrible thing? So what was the point?