Hi Brian
Yes, I too was slightly surprised to learn that Constance Willard, from a relative backwater like Duluth, had connections with Society high-flyers like the Mackeys and the Carters. Then again, she obviously had SOME reason to be in Europe in the winter of 1911/12 and all the sources seem to agree that she had been visiting her aunt in England. That a provincial paper like the 'Advertiser' should remark on her presence in Leamington around that time seems proof positive that Mrs Mackey was the aunt in question - and my hypothesis that she met the Carters during that hunting season appears to me a very likely scenario.
The escorting of unattached women on ocean voyages was seemingly a very standard practice. The Lamson sisters were all married ladies, and much older than Constance, but Colonel Gracie didn't hesitate to place himself at their collective disposal. And Mrs Candee was positively BEATING off gentlemen who wished to 'protect' her. I see no reason why the Carters wouldn't have been happy to keep an eye on Constance. The responsibility was probably not very great (at least, not until the ship started to sink!), just a case of having acquaintances there for her to call upon, should the need arise. For the sake of propriety, having the Carter connection - however loose it actually was - known among the other passengers might also have served to deter potential predators.
Judging from the small photograph on her ET profile, which I think was taken just after the Great War, Constance looks like a very self-assured (maybe even self-satisfied) young lady, more than capable of taking care of herself. I imagine she was able to keep herself entertained, since first-class was filled with late-teens and twenty-somethings (the honey-mooning Marvins, Snyders, Smiths etc, besides Jack Thayer, Helen Ostby, Georgette Madill and Dorothy Gibson) and she could have mingled freely with any of them. I'd love to know in which boat she made her escape...if she WAS travelling with the Carters, then No. 4 would be the best bet but it seems that Nos. 8 and 10 have also been mooted. Of course, that doesn't mean very much - the Lamson sisters were somehow separated during the sinking, with Mrs Appleton and Mrs Cornell leaving in No. 2 and Mrs Brown, famously, remaining aboard until the very last minute.
Interesting, though, that Constance never married in later life.