I just beat Martyr Logarius and wanted to then go to hypogean gaol. I went to go find the bagman by the Cathedral Ward and he isn't spawning. I only have 10 insight, I've quit the game and nothing. Is this a bug?
No, I don't think anything is wrong. Unless this is happening before you killed Rom, The Vacuous Spider.
In order to get there after having killed Rom, you need to go through the large double doors in the building on the right from where you fight Amelia.