So I also tried to do Mary's questline early on. You won't need to reset your save. Lucille shows up, if I remember right, in the Church in the Noble District, close to the Stables in the Trade District, and I think in the Gilded Swan.
For me, she shows up in the Homeless section in the mornings, the Monastery at noon, and the Cathedral in the evenings. If she's not there, then she's probably tied up in one of her Quest objectives or you've asked her to accompany you and she's waiting at the city gates.
If none of that works, then IDK what to tell you.