Borbus
I surveyed this. It's curious. For a start "Windmill Road" is really a track, hardly suitable for motorvehicles, although it is neither blocked nor signposted to prohibit it. There is no sign on the ground of the name "Windmill Road" at either end.

It looks like Millwrights Way used to extend into what is now a greenfield area, but I don't know how it interacted with Windmill Road. Currently Windmill Road is fenced on both sides with a construction site to the South and greenfield area to the North and Millwrights Way stops at the construction site.

I can only assume Windmill Road is a historic name and maybe there were more houses there. There are a couple of houses there now which might have that road as their address, it would be interesting to find out.