Yeah, I loved the 'Girl in the fireplace' episode and thought the clockwork baddies looked familiar. My confusion was the sexy lizard lesbian lady and the sontaron (who last time I looked were an enemy of the Doc) who were strolling around Victorian London without anyone turning a head.
Ah yes. I don't think they have ever adequately explained why they just walk around willy nilly (if they have I've forgotten). Presumably Madame Vestra bought her veil at the same disguises shop where they sold Clark Kent his glasses.