Regarding Mill Lane, I agree with gsygirl that it will have been redeveloped at some point- I believe it was near to the eastern end of the market, somewhere between where currently there's a HMV store situated, and a cul de sac where taxis park- this was the last part of the market complex to be developed, I believe in the 1870s, and it is likely that Mill Lane and its buildings were demolished before the 1873 map was compiled, as part of the general redevelopment of the area. There is no mention of Mill Lane by the time of the 1871 census.
In the 1861 census the enumerator walks from Church Square through Mill Lane to the Arcade Steps, which agrees well with his 1851 predecessor walking from Church Square through Mill Lane to Market Street.
Hope this helps a little
Andy Smith, Guernsey