I've had the exact same problem as OP had.
My guess is that she somehow managed to fall through the floor or walk through a wall, and then just walk away. I used the console to noclip, and then flew around the interior without seeing any trace of her though... but I guess she was far into the fog by then.
But my noclip was good for something... I actually found the Ald-Ruhn guild steward stuck under one of the stairs. I had been looking for her as well.
Anyways, I got these issues fixed somehow... if they don't start walking through walls again. <_<