Damage:
Many missed combo opportunities post 3B and WS B. Also a lot of missed whiffpunishment opportunities. The dmg you lost from that made a big difference. Also, always step to their right when using 22_88BB as guaranteed follow-up. It does more dmg that way.
I also think that - while you use it well - you use GI too often. Sieg is meterdependant for his damage and punishment and you shouldnt blow a whole bar on CE post guard crush either when you could just as easily do iWS B or 44A combos.
Punishment:
Punish Pyrrhas 33B with K (lol sadface), punish her 236B with 66K BE and if you block 1K on anticipation, punish that with 66K BE as well (the blockstun is very short, practicing this one is no shame). Alternatively, if youre sure that 1K is coming, you can also do 44B into combos, it TJs the low from as high as -10 frames of disadvantage. Also, whenever you have the meter, consider adding the guaranteed 2[A+B]~SBH K BE post 66K BE. The extra damage is generally worth it and never discount the psychological effect of a 77dmg i15 punisher.
And when Pyrrha uses her 66B BE too carelessly.... Quickstep into 2_8B+K to her right. I did some retesting and SCH B does not seem to be guaranteed. SCH K (and by consequence SCH K BE) are, though. A harder but more viable alternative would be to learn to JG the move. If Pyrrha can not freely throw that move out anymore, her pressure and damage potential take a huge hit.
EDIT: Also, you can just easily buffer 66B and take your free 44dmg for no meter. :P
Zoning and Setups:
You did employ 22A well, but contrary to what the moves very favorable properties on paper would have you believe, it is not nearly enough. Consider using iWS AA(2) when your opponent is outside your agA_22A range to keep them under control.
Also spend a lot of time chipping away at their health with 1K and 2A. If your opponent is prone to respond with a fast poke, respond with RCC~2A+B (dont forget the SBH K BE combo!) or quickstep~8B+K into punisher of your choice. Only use 4B+K if you think their recovery will allow it to connect. This stance is actually better suited for midrange.
And if faced with low disadvantage lows (there are actually quite a number of them) like Pyrrhas 1K, answer with 66K. It will generally beat their safe offensive options or trade favorably with them. Pyrrhas has the additional option of 236B, but if you have meter (hint: you should), that puts her at as much risk as you. Should they start responding with 2A, B+K them to the face. This is a general rule of thumb: if your opponents tries to impose his speed advantage on you, you MUST respond with high damage reverse mix-ups. Little poke wars are for little bitches in skimpy dresses. REAL MEN TAKE RISKS!
TL;DR: Watch your meter! Reverse Mix-ups! Manliness!