For this kind of calculation setup, the more reliable solution is to do the test calculation for the convergence of fixed structure with respect to the k-point mesh, and then do the structural optimization.
You should also show us the lattice vectors of your system. Assuming the lattice vectors of your system look like the followings:
A11 A12 0
B12 B22 0
0 0 C
If the lengths of first (A11, A12, 0) and second (B12, B22, 0) lattice vectors are much shorter than the third one (0, 0, C), your setup of k-point mesh will be not suitable.
For an equivalent bulk system of two-probe system, the choice of the division number for the z direction in the k-point sampling is not same as the one for a two-probe system.
By the way, no support for the SIESTA calculations, you may post your question to here:
http://www.icmab.es/siesta/Mailing-List.