I went to the pillar bridge, did the combine and got:
compelled spirit screams as his essences is forced back into the world of the living. 'What is this? Where am I? Who are you? What do you want from me?
I looked around for the spirit and didn't see him. I finally said "who are you" but no responce. I checked on track and he was not there.

Did I wait too long to say "who are you" and he despawned? I will have to go get another soul stone but I'd like know what I did wrong before I try again.

For me he spawned in the water where the Swamp Terror spawned.

Also, make sure you don't have a target, you have to just speak to nothing.

and make sure you are NOT invisi.

spirits like to know who they are talking to :P

And you won't see him, at least I enver saw him but I talked to him. Make sure you speak in /say, aren't invis and have nothing targeted.