Thanks guys. I screwed up pretty bad a few times and got unlucky a few times as well. Overall I learned two important things in the Siegfried matchup.
The first is that 33B BE on block into throw, whiffs on Siegfried. I do this on characters if after I train them to expect a mid after blocking 33B BE. I did some testing and it seems it completely doesn't work on characters, while on others it's only either the Guard Crush version or the non GC version that works. For example on Nightmare 33B BE (blocked) ~ A_B+G doesn't work, the GC version will. I plan to test this on every character and make a list of who this works on and who it doesn't, as I feel it's very important to know (at least for my type of playstyle).
The second important thing that I learned is that clockwise step into 11B isn't in fact the best thing to do after blocking Sieg's 3(B). Sure it avoids every followup that he can do, but the Siegfried can just guard right after doing 3(B) and then punish the blocked 11B with another 3(B). This makes it too risky to use 11B like that. A better alternative is 33B. Just like 11B it will beat out every stance attack option after blocking Sieg's 3(B), and it will also do similar damage if you BE it into B!E!, but if blocked it is much safer and of course it can also randomly give you free damage from the GC. However this isn't an end all option. If the Sieg player is smart and is expecting the 33B they will step the it and punish you hard, even with a free backthrow. But this won't work against 11B. So it really depends on who you're playing, and what they will do. I suggest starting off doing 11B against Sieg, and once he starts to block it, switch to 33B.
Overall Sieg vs Damp is a difficult matchup for Damp simply because Siegfried can control space better and it can give Dampierre problems getting in. But that's just what I'm seeing it as of now. I don't have that much Siegfried experience, so as I play more of them and understand the matchup better my mind may change on the matter.