Allright so, i read the first reply and the few sentences because i was getting very frustrated from this puzzle - until then they were all fine for most of the game.
WARNING: don't destroy the gate on the other side of the broken bridge - make sure you open it! I was trying to see what it was / clear the rubble with my pyro while i was still on the other side. The door burned, i tele'd over there and i never got the waypoint.
I lost 4 hours searching because of this. Just tried and old save and i could have the waypoint by just opening it.
Sorry if it had been told in previous replies but i didn't read past that line not to spoil the rest.