Here's my theory on Clara Oswin Oswald.
Everything is there. No strange explanations are needed. Once again, it's Clara who chases the Doctor down. The themes all hold. Now, ignore and discuss.
- Clara is a girl genius.
- The Daleks convert Clara into a Dalek using nanobots.
- Clara subverts her programming by twisting her conditioning into harmless actions. "Exterminate" becomes "Eggs Terminate", so she makes suffles.
- The Daleks find Clara so demented that they put her into the Asylum.
- Clara hacks the Asylum networks.
- Clara searches for a way to escape. She finds references to the Doctor. He can rescue her. He also quite fascinates her. She needs to manufacture a crisis. He'll arrive. He'll take her away in his Tardis.
- Clara hacks the nanobots. She has a secondary escape plan in case the first one fails. She makes nanobots that follow time trails.
- Clara takes over the Asylum.
- The Daleks conclude that Clara is so dangerous that the entire planet must be destroyed to guarantee her death.
- The Daleks find the Doctor.
- Clara tries to escape with the Doctor, but has already forgotten that she's a Dalek. Instead, the Doctor gets Clara to lower the shields.
- Clara erases the Doctor from the Dalek databases. This also covers her own tracks.
- The Doctor escapes with a split-second to go.
- Clara doesn't escape, but the nano-bots that comprised her did escape using Dalek time technology. They deliver her back on Earth by following the Tardis's wake.
- Clara reassembles in Victorian England, where the Tardis stopped. She doesn't entirely remember anything, as she's been rebuilt by nanobots, but she does remember the Doctor's face, that fascination with him, and she also remembers that she needs to escape with him in the Tardis.
- After dying, the nanobots follow the time eddies to present day and reassemble here there.
Everything is there. No strange explanations are needed. Once again, it's Clara who chases the Doctor down. The themes all hold. Now, ignore and discuss.

Comments
0.5 - Jack Harkness is Clara's father.
That made me think of their similarities - not staying dead. I don't think the link is with Rory - that's been done. Jack will joyfully sleep with anyone/anything. It's not outside the realms of possibility that he's fathered offspring. And the fact that he's worked with nanobots fits in well with your theory.
I'm almost certainly not right. But it's a fun little theory.
I read a bunch of theories out there and I liked none of them. So, I set myself to building an explanation that exists entirely within the aired episodes and this is what I worked out. I treated it like a puzzle. Fun for me. Some of the connecting bits are wishy-washy, but they are pretty minor. Some technobabble will be involved.
Confidence in Dalek nanobots is high. Confidence in muddled memory is high. Confidence in connecting bits is low.
Maybe assembling in/escaping to Victorian London was done by following the trail of the Cybermen who went there from escaping the Void (The Next Doctor)?
granted, Moffat's not always keen to keep things that RTD started (though supposedly he's the one who asked RTD to keep The Doctor's Daughter alive, as well as to not totally reveal who the time lady was that had contacted Wilf). Those two could also have a connection (though I doubt it).
As that the Doctor met the mother in the eye of a Dalek statue, and Oswin was living in an eye stalk of a Dalek, I'd have to firmly side with connected. If so, that also means we'll see mom-Dalek again at an inconvenient time and some nasty birds will come home to roost.
We could connect this episode to any other past episode, but I think that Steve wants Clara to exist as a jump-on moment, meaning that a viewer should be able to jump into the series and follow it from her appearance with a minimal back-episode knowledge. That is to say, I think that all explanations will exist within the current series.
BUT he hasn't made a classic-era plot/fact a key necessity to following a current story, nor did RTD. Even in Angels Take Manhattan, the Angels were introduced in such a way as to have made their previous encounters not necessary - you didn't need to know Blink to learn how they worked.
If RTD has plans for Jenny or for the Time Lady, they're likely for a one-shot (maybe the 50th, maybe next year), not to be the key element of a story arc.