As the titles says, went and told her Harkon was dead, she said she would gather her things and come back to the castle... been waiting a few in-game days... still haven't seen her.

When I left the Soul Cairn after she said that she was actually with me when I got back to her Study in the castle.

i didnt think she would be able to return to the castle.
but if she has dialogue like that then i would assume she would show up in the castle.
bug maybe?

Okay I'm going to check the study, and then I guess return to the Soul Cairn to see if she is still there... it may be a bug.

Yeah she stays in her Study after returning, with the entrance in the balcony to the castle still blocked off.

Okay yep she is there, she wasn't when I first came back... but must have came back when I was waiting. I just figured she would come back to the main part of the castle.