They filmed a scene in a cafe across the road for the next series as well. Couldn't hear anything or see much, but enough to give me a theory.
The Doctor and Clara share a very awkward hug, and sit at the table in a very stand off-ish way.
Looked to me like a goodbye hug, although like I said, crap view and no sound so could be way off the mark there.
The cafe did tell me that it was one of the later stages of filming.
If Clara was leaving I would expect they would announce that closer to the start of the series.
I'm probably wrong though.
On the plus side, both the Doctor and Clara came out for photos and autographs after.
And my boss was out, so I didn't get fired for spending two hours watching Doctor Who filming rather than working.