This is Big Finish release 132 - The Architects of History by Steve Lyons, and directed by John Ainsworth. And it's a bit of a cracker.
Tracey Childs steals the show as Klein, and Klein has stolen the Doctor's Tardis, using it to create an alternate history in line with the one she came from. Her Galactic Reich is a force for good and has created a golden age of peace and prosperity. Obviously the monsters are not going to allow that and here the shark-like Selachians arrive in force and are suitably loud and shouty. Hopefully they are also green which is the correct colour for Doctor Who Monsters.
The alternate timeline allows for some more clever tricks with Doctor Who's history and, in particular, gives the Seventh Doctor a new companion called Rachel Cooper played by Lenora Crichlow from Being Human. As ever there is a great clash of wills between the Doctor and Klein. It is so good that the battle between the Selachians and the future Nazis is almost an irrelevance.
This is a terrific trio of Big Finish stories which is really worth checking out. This great concluding episode is getting 4.5 out of 5 Shark spacesuits. Next up will be The Butcher of Brisbane.
I should add that I only discovered Klein and this great trilogy through my friend Brian from the British Invaders podcast. Cheers, mate!