There are a lot of twists in Big Finish items (sadly none with the Twist in it, first name Susan).
In Ravenous 4’s The Day Of The Master Part 1 and 2. This is the part where we realise that the wish granter from Ravenous 2’s Better Watch Out and Fairytale Of Salzburg is actually Artron. He is the creator of Artron energy and also the accidental cause of the Kolstani becoming the Ravenous.
Creatures of Beauty left me with my jaw dropped for about a minute straight.
And I guessed it too, it’s just that good (and horrifying).
I can’t think of many right now, but Gallifrey: Ambition’s Debt literally left me like 
Ollistra’s scheme coming to fruition is beautiful. Also Erasure made me insane the first time I listened (and also every other time)
It’s the growing dread and realisation, sprinkled with some denial as you put the pieces together and are like “No…? No??? Oh Noooo”
We’d be remiss not to mention the twist in The Natural History of Fear.
The twist at the end of The House of the Dead just makes that story for me
I can’t believe nobody’s mentioned “Omega” and the reveal that the doctor doesn’t actually show up until the end, and we’ve been following Omega talking to himself the whole time
Same with Dalek Soul where we find out the Daleks made clones of five and nyssa
Or the twist of The Eternal Summer.