Just give it a try…
“You don’t want to go that way, sir. Travelers have been known to disappear off that road.”
Sir is a direct address, and these are set off from the rest of the sentence with a comma — or commas, if they fall in the middle somewhere.
A semicolon after sir instead of starting a new sentence would also be correct, if you choose to write it that way, but apparently Teh Internetz says semicolons are bad now.
Here’s a non-glitch-related thought: Maybe I’ve been unfairly snarking about Stephen King’s apparent hate of all things adverbial because most people on Teh Internetz have been misinterpreting his famous, “The road to hell is paved with adverbs.” Obviously this is patterned after the saying, “The road to hell is paved with good intentions.” No one believes that good intentions are terrible and must be avoided at all costs, do they? And yet King’s quote is invariably taken to mean Adverbs Be EVIL, and Real Writers ™ NEVER use them (except words like never and not are also adverbs, but whatever — they’re Real Writers with, like, MFAs in being creative and stuff). So maybe King merely meant that advice as a warning rather than an absolute Thou Shalt Not: adverbs aren’t bad in and of themselves, but if you depend on them too heavily, you’re on a slippery slope. Now I feel better for having had this small epiphany… Doesn’t do a damn thing about Teh Stoopids on Teh Internetz, but I have another good argument to use against them, at least.