Okay, so Millie was the deemed incarnation of the Goddess Ashteth, this vengeful goddess type in Series Ten. It's unclear what sort of a place Series Ten really is - but there are details, like bazaars, and some things about the Asteth religion, that are reeeeally suggestive of a kind of caricatured Middle Eastern or South Asian setting. Then she comes to Christopher's world, adopts the name of a girl in an English book of school stories and the whole thing is never mentioned again.