Heaven Sent was written both as a showcase for the talents of Peter Capaldi as an actor, and as a challenge to himself by Steven Moffat. He claimed it was the hardest thing he had ever written up to this point. The aim was to show the Doctor in isolation - what he does when he has no-one with him.
No-one to save or protect - or to show off to. Just his own survival.
The castle represented his grief over losing Clara in the previous episode. This proves to be a construct within his own Confession Dial - a device introduced at the start of the series in The Magician's Apprentice.
Moffat realised that the series had seldom succeeded in presenting grief in a realistic manner. This was especially true in the case of Katrina, Sara Kingdom and Adric in the classic era. The Doctor and fellow companions tended to carry on as though nothing had happened in the very next story.
Nyssa gets over her father's death all too quickly as well - failing to react the way you would expect anytime she meets the Master who has stolen his corpse for a body.
Moffat admitted that he hadn't really managed to handle grief himself in his own series. Amy and Rory have effectively lost decades of their daughter's life when they discover she's River Song, and the Doctor soon forgets about them once the Impossible Girl shows up.
The notion of an individual being repeatedly teleported was one which Moffat had entertained for years, and even considered using for a Big Finish story. He reasoned that if you were continually teleported in this way, you could exist for as long as that technology functioned.
Star Trek has had characters living well into the future after being saved in the transporter Pattern Buffer (such as Scotty in the ST:TNG episode "Relics"), and ST: Strange New Worlds had Dr M'Benga's daughter saved in a transporter buffer until he could find a cure for her terminal medical condition in its first season.
And Doctor Who had already used a similar idea - in a Moffat story - when Donna and others were "saved" by the Library mainframe in Silence in the Library / Forest of the Dead.
For the monster, Moffat elected to make this something that the Doctor would be genuinely frightened of, and so made it a childhood nightmare. That it derives from his time on Gallifrey also helps to hint at the conclusion to the episode, where we discover the truth about the castle and who has been responsible for his incarceration.
The Doctor refers to the Brothers Grimm - Jacob (1785 - 1863) and Wilhelm (1786 - 1859) - the German folklorists and collectors of fairy tales. Their 1812 collection Kinder - und Hausmarchen (Children and Household Tales) included The Shepherd Boy.
When the Doctor sends the boy to tell the High Council he's back, he says he "came the long way round" - as the Eleventh stated he would get home in The Day of the Doctor.
After always claiming he had left his home planet due to boredom (The War Games onwards), the Doctor now confesses that he ran away as he was scared.
Next time: From one of the very best episodes ever, to one of the very worst IMHO. It's The Twin Dilemma following The Caves of Androzani all over again. Nice TARDIS though...
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