I don't think a visiting captain could supersede Sisko's authority over station matters. Sisko's superior would be an admiral, not another commanding officer. Positionally, Sisko is equivalent at the rank of commander to any starship captain.
As for his involvement in any search for a missing ship, what could he offer? Use of the Defiant? Who knows when Starfleet would get around to searching for Voyager? How many times were ships out of communications range for weeks or months at a time? Surely Starfleet doesn't get in a tizzy when a ship doesn't report immediately.