I've finished the game as a SL8, then foolishly leveled up to a 10. I'm currently stuck at the Four Kings in NG+ (tough finding two humans to help).
My advice is to upgrade your weapons and shield. The Heater Shield is excellent for low level. Find the Gargoyle Halberd, too and upgrade that using the Fire path. I think you're capable of using a Heavy Crossbow (found just before the Gaping Dragon). Upgrade that weapon, too, and use Heavy Bolts.
The crossbow is excellent for a low-level user, too, because it can do more damage than a bow and can one-shot most enemies and is useful against bosses, too. Lock-on range varies widely. For Seath you can use it anywhere in the room. In the Tomb of the Giants, you have to be standing practically next to a skeleton to use it. :-)
Pyro is a good choice and I advise using the Chaos Servant covenant because you get a very powerful Chaos Fireball pyromancy which uses lava as a secondary "attack".
Add me and I can help you get to NG+. Personally, I don't want to go to NG++ at a low level. Way too hard for me!