Answer: No it shouldn't
Explanation:
"Unless "city" is part of the name (i.e. "Carson City" or "New York City"), it's not capitalized after the city's name. Even used before (as in "City of"), the capitalization only happens if the title of the city in question actually has that name ("City of London", "City of New York")."
I think that she is shy and that she doesn’t like to talk to people
Miss. Millie asked Sophia and to work for her and be her maid.