Ha ha, sorry for the late reply I was at a convention all weekend.
I think you're supposed to do Anor Londo before The Catacombs, but it's definitely possible to go all the way to Pinwheel without doing that part first, especially with a Divine weapon. And yeah Pinwheel was hella easy.
I hope things are going well in Anor Londo, the boss fight there is ridiculously tough to get right when playing solo so I wish you luck.