Siegmeyer of Catarina won't appear

It could be a flagging error, it does happen, or very certain conditions must be met that are hard to accurately measure since you can't have multiple save files with the same character.

Honestly I wouldn't have jumped, I figure the flagging code starts the moment his speech ends or the moment he touches ground, therefore I don't see a need to jump down if you are wittling the mobs in the first place. I would have my Dragonbow notched and let fly as soon as he lands and see what he says when he takes no damage.

Yeah, I think that's the experiment that needs to be done, if it hasn't.

1. Kill all but one Chaos dudes (that are directly below the hole).
2. Get last Chaos dude to a very low state.
3. Talk to Siegmeyer so that he chants and jumps into the battle.
4. Before Chaos dude can even hit Siegmeyer, kill it.

Maybe I will try that on my next playthrough ...

Ok, I visited Ash Lake, and Siegmeyer was dead. It was strangely touching, but that's another topic.

What I have determined is that if you talk to Seiglinde twice when you first meet her at Firelink, it does not screw up the entire quest. I was able to continue the storyline and I got the slab.