Mialla wintered more or less whereever she got snowed in - she's not really the kind of girl (yet) to carefully plan out her route. Giving this some more thought, and looking at where Kirborg is on the larger-scale map, I'm fairly certain she came up from the south (the north being marked Wildlands), and while she probably did not winter in Scarborough proper, I suspect she found shelter in one of the villages close to that city. I am perfectly fine with her staying at the castle - she knows, I suspect, the right mix of story and song to sing there, although she might be wondering if she's being detained for her family to catch up...