For reference, I'm a little behind you in the game (towards the end of Act 1) and there are 7 companions in my camp (not counting my custom character, non-playable characters, or animals.)

The guy on the windmill is not a companion. So you might just be missing Wyll.

If that's the case, I'd just keep going, unless you've read about Wyll and really want to experience his story or romance. Since you can re-spec characters into any class or just use hirelings, there's no gameplay advantage to the companions, outside of their storylines. That said, Wyll has just been hanging out at my camp ever since he joined in my game and I'm not super into his story, so I'm biased. Someone else could comment next that he's their favorite character and you're missing the best part of the game without him.

Bottom line: there's no way to experience everything in BG3 in your first playthrough. If you're having fun, keep going. If you think you'll have more fun with every available companion, start over. It's entirely up to you.