Not very good news, Annette. I had a look in St Cuthbert's Road today which is on the outskirts of Kirkcudbright. There are several fairly large houses there inc. Millburn House, Mill House but no Millbank. I think it may have been demolished and a row of council houses built in its place. I will ask in the museum next time I'm there. They are usually very helpful.
Best wishes Mary