You have to follow her to the gate.
Sadly enough being smart by using the teleporter to finish a few quests than meet her up doesn't work.
Which is odd, since there are no encouters, so I don't see why you HAVE to follow her. Especially as there is a teleporter near the gate, and one of the 4 choose follower thingies, so it's kind of hard not to know where to look...
