Gaming is for having fun. Fun requires clear rules.
SE strength in defence is certainly 0, but I am not sure there if rules preventing it from providing support per se (which might allow it to bring +1 from order).
Rules page 18:
"Supporting Siege Engine units only provide supporting
Combat Strength when supporting the attacker in an
embattled area containing either a Castle or Stronghold"
IMO this means SE cannot add combat strength at all in defence or in attack on an area without Castle or Stronghold.
Not completely clear if you can get the benefit of +1 for Special support order, if SE is the only unit in its area.
I see this on page 17:
Siege Engine: Adds 4 Combat Strength
when attacking (or supporting an attack
against) an area containing a Castle or
Stronghold. Otherwise it adds 0 Combat