All buses going north from Mtwara those going to Dar, Kilwa, Lindi, Newala and Masasi stop at Mikindani en route, although the Dar buses which also stop at Nangurukuru for Kilwa will only stop if you have brought your ticket in advance.
Going south to Mozambique, Tandahimba or Newala you will have to make your way to Mtwara first.