So I just finished getting through Shalidor's Maze but Lydia won't exit. She'll follow me to the top of the stairs but won't leave when I do. If I go back inside she's down at the bottom of the stairs just around the corner. Can lead her back up to the door but won't exit. Got any ideas of what's going on? Is it a bug and I just need to console her back out or am I missing somethig?

Its probably a bug.
Try fast travelling somewhere and see if she follows.

I have also read that if you leave a companion somewhere for extended periods of time, theyll go back to where you found them.

http://www.gamesas.com/index.php?/topic/1281692-oh-beth/page__p__19359010__fromsearch__1#entry19359010

Use fast travel mate. It will work.