Thamsanqa has failed to match expectations in his first season at Bucs following his signing from Chippa United, registering just one league start and two substitute appearances in 2017/18.
Pirates coach Milutin Sredojevic has preferred the likes of Musa Nyatama and January recruit Xola Mlambo in the engine room.
Siyabonga, who retired from football in April 2016, contrastingly won Pirates' Player of the Season award in his first season with the Soweto giants in 2011/12 following his arrival from Golden Arrows.
"I spoke to him plenty of times," Siyabonga said.
"I told him things like this, that Pirates is a prestigious club and if they give you a chance do what you are instructed to do.
"If they don't play you it's up to them but if you are given a chance ... perform, nothing else. Don't mind who said what and what your mandate is. Once you step over that white line, do everything in your power. Other things will fall into place.
"I warned him about the competition. Competition is everywhere in the world of football but he must, once he gets to be in the starting line-up, do what is required for the benefit of the team. The other things will follow."