Querystring value being stripped from site_url()

Could you try using admin_url instead of site_url you can call it the same way, but as you are trying to fetch some admin page I think that might be a better idea.

$search_url = admin_url( '/admin.php?page=my-plugin&action=search&searchstringSO=' . $_REQUEST["sigsearch"] );

Note that I removed the wp-admin prefix from the path.