Definitely not losing it - shadow figures are probably the most consistently reported phenomena across haunted locations, and old mills are exactly the kind of place they show up.
I do a fair bit of ghost hunting around Glasgow and the surrounding areas, and I've had a couple of shadow figure experiences myself. The thing that always gets me is how solid they look compared to what you'd expect. Not wispy or transparent - just this dark, defined shape that absolutely should not be there.
Few questions for you:
What time of day was it?, Were you alone or with others?, Did it move, or was it static?
The reason I ask is that movement patterns can tell you a lot. A figure that sort of drifts is very different from one that turns and walks, if that makes sense.
I'd also be curious whether anyone else has documented Hargrove Mill specifically. I've not been myself but I'm now seriously considering adding it to the list. I use a Full Spectrum camera alongside a basic EMF reader - nothing fancy, still building up my kit - but even entry-level gear can capture something worthwhile if the location is active.
Don't second-guess what you saw. Trust your notes, write everything down while it's fresh, and if you can, get back there with someone else to corroborate. Would love to hear more details.