Maybe if From let me join Sunbros I wouldn't be doing things in weird orders... maybe... Too bad they put a dragon that kills me out there where I can't join them and my souls have been used to upgrade my character/items over my level to where I can't buy things to join other factions so this was the first faction since Way of the White that I could join with no jumping through a hoop or grinding to do.
Kill the dragon from under the bride with arrows if you want to join Sunbros. I can sense your frustration, we've all gone through it with Demon's/Dark, it won't last, honest, or at least you will grow to love it!
If you have the pryomancy you want from that covenant, I'd forget about the shortcut and just get on with the playthrough - it's not really that useful, and you open it from the other sider later on any way. You won't need the shortcut until you get to those areas any way (Demon Ruins/Lost Izalith), especially on a first playthrough. To open it up IIRC you have to get to the door from the Demon's Ruins side, it isn't really any way near the covenant bonfire - that's mid/later game stuff IMO, I think it's meant to be done once you can warp between bonfires (which means you could warp to spider lady rather than running back with humanity drops for her).
Have to agree with Wolfe, at lvl 30 you should have no problem getting constantly summoned early game Parish/Blighttown/Depths/Sen's - Heck, I've been playing a lvl12 this week and getting summoned/invaded in (dark) Anor Londo.
Sometimes when it's been light on summons, I've quit out the game, and reloaded - sometimes that has helped.