I finished the maze but Lydia won't follow me how can I get her out? She has a ton of my stuff I cannot just leave her.

Have you tried fast traveling ?

Yes I fast traveled to whiterun after I exit the maze but she won't follow me out the door.

Got it! What I did was immediately once I exit the door I pressed map (since she is on the other side of the door which we are close to each other) and fast traveled to Lost Valkygg and she was right beside me.

Sometimes they leave when you tell them to go home (go separate ways).