The Lost Sinner turned out to be reasonably easy, if you had a certain piece of equipment. It took me a long time to come to that realisation though. Same for the Smelter Demon. The harder bosses have mostly been about the right equipment for me so far.
I'm at the Iron King now, the usual get him down to 30% health on the first go, then fail to come anywhere near that on subsequent goes. Such is Dark Souls
There is actually a bonfire just before him, up a ladder in the room with the fire breathing bulls/boars. It's interesting up there, it's like something out of Hellraiser
There is a PvP cage fighting arena (seriously).
Is the Shrine of Winter that little gazebo thing in the Shaded Woods?
Also, I compared your map to the one in the guy's basement and it is a great match. You can go back there for a chat with that dude to hear more lore.
I've surprised myself so far, with the only summon being an NPC to help me with the Ruin Sentinels. From what you say, that is about to change though!
Did you get summoned by the Rat Covenant at all? I may join them, that looks like fun