Hmmm, I'd tie a heavy-duty magnet to a rope and toss it into the water at the dock pilings. Maybe you'll get something interesting - it's like fishing, only with a magnet.
As far as the mill site goes, you might try eyeballing for signs of rusted metal or foundations or concrete laydown areas - if it was a large site, there should be some remnants still visible. You might also want to turn down the discrimination on your detector so you can find some iron relics. Pick one likely 10'x10' area and detect it completely - dig up every target just to see what types of things are there. After you have completely cleared that 10x10 area, and based on what you find, you should have an idea if you are too far from the office, cafeteria, or bunkhouse or if you are close to them. There usually are seldom any easy answers when the buildings are removed and there are few foundations remaining. Sometimes you just have to try and try again.
Some of the old sawmills here in California had bunkhouses, cafeterias, business office, laydown yard, sawmill, sawdust burner, log pond, machine shop, and livery for the oxen and mules. Your lumber millsite may have had similar structures.
Please post pix if you find something (doesn't matter to us what it is) and good luck to you.