I'm pretty sure Gale mentions something about eventually leaving his tower specifically to look for a solution to the orb problem.

I believe the prism heist took place in Baldur's Gate. SH mentions that's what she's used to since she's been there her whole (That she can remember) life. So logically if she was part of the heist it most likely occurred in BG itself.

In regards to Wyll, Mizora wouldn't have intervened because 1) She is not omniscient and constantly watching every second of Wyll's life (She has other things to do in her life and other pawns to manipulate) and 2) Uhh...
Act 2 shows that she's not particularly capable of taking on the Absolute's army and succeeding. What with her being stuck inside a pod being prepped for a tadpole...