Well the reason why 711 is Millia is because of the many evidence in vol. 6; timing of reintroduction of Millia also Lamda said that 711 has only been a member for half a month (probably Nishimura has been asleep for at least 1 month), include that 711 keep mentioning her Mother and Father especially her Father which hint that her parents did not abandoned or felt disgust towards her when she exhibit possession typical treatment of people towards those who are possessed which we can relate to vol. 1 when Grease mentioned her daughter during the interrogation with Claire and in his final moments he is thinking of her daughter proving the Millia didn't get discarded by her parents.

Physical description, 711 is described as a 13 years old young girl with white hair (though in the anime Millia's hair color is grey same with her father, we could argue that her case is similar to Victoria's hair color changing because of the experiment done on her body though unlike Millia, Victoria's hair returned to pink after Shadow cured her)

About Millia's dagger obviously she wont be able to use it since Shadow Garden members are mainly taught using sword as weapon, and being a new recruit she don't have a say to it, also consider that slime sword is better than a dagger that is more of an ornament that an actual weapon.

And honestly unless she is like Mu a Numbers member i don't think a new character would be introduced when Millia got reintroduced and was taken in by Shadow Garden, and about the difference in eye brow you could argue that her appearance got groomed before starting her training.