He was not in the siege of Helm's Deep because he had been ordered to gather the Muster of Rohan in Dunharrow by Gandalf, whom he trusted as he was riding Shadowfax, one of the mearas.
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He also appears in the posthumously published Unfinished Tales, as the captain of the riders that allowed their companions to escape of the siege of the uruk-hai during the Battles of the Fords of Isen.