Is it under a prop, or a barrier/prop-made background?
If so, then place the prop at the very bottom layer and the sentry and the very top.
Sentry layering is hecka glitchy for whatever reason
If your map’s inventory slots are set to 0 in the map settings, Sentries will often fail to spawn because they are treated as gadgets.
Go to settings — Map settings
make sure items/inventory slots is set to at least 1
also make sure the sentry is actually told to exist when the game begins…
open the settings for “king may”
find the option active on game start, and make it yes
if you are playing in a 2d mode, sentries sometimes noclip through the floor if they are placed directly on it
Try moving the king slightly higher up, so it is floating just above the floor or platform
if that does not work, than if the sentry is placed behind a wall or another object, it might be failing to load. Try moving it into a completely open space for a bit to see if it appears.
If you got a lot of sentries in one area, some may not load because the rendering limits may have been reached.
Go to map settings and make sure item slots are not 0
move the sentry up one block
for active on game start, set to no, then back to yes.