I have no information that Mill Boy was escorted; indeed, the Encyclopedia of Civil war Shipwrecks strongly suggests she was alone. You can see the ECWS Mill Boy entry (if you haven't already) by typing in "Mill Boy steamer" in Google and it will bring up the Google Books result. The Mill Boy entry has several source citations which you can then check if desired.

USQM shipping on the White was usually protected in groups by light draught escort, the same as it was on the Cumberland under Le Roy Fitch. Like Fitch, George Bache and Ledyard Phelps were unable to prevent single vessels from steaming independently.