What happens if you kill Yhorm before freeing Siegward? This of course removes the armor set from your inventory.
When prompted, select the option to give Siegward his armor and drop it down the well. Return the Armor to Siegward After purchasing all four Catarina Armor pieces from Patches, travel back to the Cleansing Chapel and speak to Siegward in the well. If the Deacons of the Deep are killed or you take the shortcut to Rosaria, Patches will disappear from the cathedral. He will appear in the Cathedral of the Deep after its front door is opened and you travel away and return to the area. Patches has a number of triggers than cause him to appear in a given area.
