Perhaps this should be added to Greirat's quest line: I completed Siegward's quest line. Went all the way up to freeing him from the well, finishing Irythill, then sent Greirat off on his second run. Went into the Irythill dungeon, freed Siegward from the cell, then proceeded down to defeat Yhorm with Siegward. Went back to Firelink, and Greirat wasn't there. Went back to the sewers of Irythill, and Greirat was dead, his body and ashes next to the three death feigning hair spiders. It appears that the correct path would be to go to Anor Londo after sending Greirat off on his second run before the dungeon so that Siegward isn't locked up and has a chance to save Greirat.