Q:

Why is Siegmeyer not appearing in Sen's Fortress? 

In Sen's fortress I reached the boulder router before deciding to go talk to Siegmeier of Catarina.  Now he's not where at least one map (below) says he should be, below the ledge where you get creamed by the first boulder.  Is it possible to get the Shotel and kill the two serpent soldiers on the ledge and somehow not see him?  Or do I have to do something to get him back now? 

A:

According to the wiki (emphasis mine):

Sen's Fortress - after have you rung both Bells of Awakening
Sitting at the edge of a cliff, down from where the first rolling boulders are encountered, near the Shotel.  Speak to him and redirect the rolling boulders away from the slope nearest to him.  If you miss his first encounter, this encounter is mandatory. 

It seems that if you waited to talk to him until after you redirected the boulders, you are unable to continue his story--this would have been the point where he moved to the room with the Silver Knights in Anor Londo.