IMO the missing child never went to Millenium for breakfast, and the only time she went there was Sat evening for dinner, when they walked there via the direct road route, however they got lost on the way back:
"About an hour later they finished dinner, and returned, equally walking, by the same route, though going wrong in one of the streets where they should have turned left, ending up only turning only at the next street." (GM statement 10 May).
The only way to interpret that is - when they were walking home along Rua Ramalhete they missed the left onto Rua Silva and so took the next left onto Rua 1 Maio and then left onto other end of Rua Silva.
Yes MO in the early search took the direct road route to Millenium, however IMO if the child wandered towards Millenium she would probably have retraced backwards the longer "got lost" route.
Gerry's statement of 10 May 2007 -
"The following day (Sunday), the children woke up at 08h00, the deponent and his wife having woken up at around 07h30. They got dressed and at about 08h40 they left the apartment going to the MILLENIUM restaurant, once more on foot and by the same route as on the previous night, but without the mistake referred to previously, arriving there at 08h45/09h00."
It's in Fiona's rogatory also, where she explains that the McCanns had problems with the twins walking. IIRC, the twins were carried the night before, while Madeleine walked.
The road to the Mirage (before one turns off for the Millennium) is normally fairly busy due to the Luz one-way traffic scheme, though that particular road is two-way. Personally, I would not have any child of ages 2 to 4 walking beside that road unless I had a firm grip of their hand.
But as I said earlier, I think Matthew was simply checking a place Madeleine had visited, not necessarily checking Tannerman route or being aware of which routes Madeleine had used on her visits to the Millennium.