This is one of the cases of the "blurry edge" of prefix verbs. If we consider "mit" to be part of "mitkommen", then @Carlster is correct. The "zur Party" would be in the Nachfeld.
However, it is arguable, even doubt-worthy that "mit" is part of the verb. We can see that in past tense.
Sie ist zur Party mitgekommen. (Verb: mitkommen)
Sie ist mit zur Party gekommen. (Verb: kommen)
Such a split is not always possible
Ich bin rauf die Treppe gegangen ... wrong
Ich bin die Treppe raufgegangen... correct
My attempt at analysis:
Generally, a prefix-verb gets "shaky" whenever we add a constituent that the prefix originally was supposed to fill. "Mit" in "mitkommen" is a generic answer to "where?" she is coming.
She comes [along/home]
"Zur Party" answers the same question, thus we're having two constituents for the same thing. In that case, "mit" is less relevant/interesting than "zur Party", which is why "zur Party" feels like the proper last element. I am quite sure, the phrasing is used this way more often than the other way around.