Responses
Either your assumption and the majority of our assumption of why Claude betrayed Millie is true or another option of what happened could be that maybe Millie being the way she is could have used up all her mana and ended up killing herself. Thus Claude having the magic and turning it in, but disappearing afterwards?
It's nice how much of an impact Zeff has over others. I mean, I think it is possible to assume that before Zeff went back to the past, that female knight was Milly's first comrade. But, even though Milly has a good heart, she is very innocent and air headed. In other words, if it wasn't for Zeff, Milly wouldn't ever realize her friend is being physically abused. Maybe that's what led that female knight to do what she did in the future.
If no one ever saved her like Zeff did, years and years of being abused and no one around you ever realizing anything at all... even the kindest person would break down. Well, this is just an assumption, but it will be nice to see how much more Zeff will change things.