I can confirm, he did show up for me today after missing out on the Fire Demon. When I went back to kill the Demon today, he did not appear for the fight, but I was able to meet him at every subsequent encounter, except for the Yhorm fight. He stayed in his cell and refused to move, even though I'd opened the door and talked to him multiple times. Ended up having to kill Yhorm solo for the first time, and when I reloaded the area, the other Storm Ruler was in the usual spot but nothing else was. When I returned to Siegward's cell, he was gone and nothing else was there either. I didn't miss any encounters except that Fire Demon one, and I'm pretty sure that screwed everything up.