I walked her home safely and she offered to meet at the mill after sunset. She then walked off to the mill right then so I followed her (oh god, she walks so slowly) and when she eventually got to the mill and entered it, I found I couldn't enter after her. For me it just says "Locked" when I click on it. I have red wine on me so it's not that I haven't filled the criteria. No quest complete writing appears on screen but if I go into the quest log, it's now ticked and filed as a complete quest.

So what's going on here?

You're supposed to meet her next sunset - just wait a day.

I thought that might be the problem but not only did the quest ending seem like a problem (since surely that means it won't trigger any more since the game considers it done) but I checked on the Wiki and you can do it straight away if she walks off as soon as you arrive.

"When you arrive near the house, she will ask how she can ever repay you, and you can request another meeting. She will suggest a rendezvous at the Old mill, which is apparently "haunted", and that you should bring wine. Show up there another day after sunset, or follow her now — if you get her to grandma's house on or before 22:00 she will walk to the mill."

Ah I've just figured it out. It seems that 11PM is the cut-off point for that stage of the quest happening and she was arriving at the mill exactly at 11PM. Her entering the mill seems like a glitch based on the fact that she'd walked there and then the quest terminated for the day, so she was probably supposed to go home but for some reason "home" became the mill. Probably linked to how she was meant to enter her house after you walk her home, but if you get to the village quickly enough, it's still early enough for her to try to get to the mill. This should happen for anyone who gets her home by exactly 10PM.