I have heard a report saying "'Abdullah the son of Imam Ahmad said: I heard my father say: I heard my father say: I did Hajj five times, twice riding and three times walking, or twice walking and three times riding. I lost my way during one Hajj and I was walking, so I began to call out: O slaves of Allah, show me the way. I kept doing that until I found the road.Is this shirk? What's the ruling?

All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.

The story that you mentioned in the question was reported in a book entitled Masaa’il Al-Imaam Ahmad by his son ‘Abdullah; the wording of which is as follows: ‘Abdullah the son of Imam Ahmad said: "I heard my father say: 'I performed Hajj five times, twice riding and three times walking, or twice walking and three times riding. I lost my way during one Hajj and I was walking, so I began to call out: O slaves of Allah show me the way. I kept doing that until I found the road.' or as my father had said." [End of quote]

What Imam Ahmad did was commanded in some Ahadeeth whose chains of narrators are inauthentic, such as the Hadeeth that reads: "When one loses his means of transport in an open land (desert), he should call: ‘O slaves of Allah! Help me recover (my transport), O slaves of Allah! Help me recover (my transport).’ for there are many of Allah’s attendants on this earth. They will help you recover it.” [At-Tabaraani]

Another Hadeeth reads: "When one of you loses something or desires assistance while in a land where no person of assistance (is available) he should say ‘O slaves of Allah! Help me; O slaves of Allah! Help me,’ for indeed Allah has many slaves whom we do not see." [At-Tabaraani]

Al-Albaani classified the chain of narrators of both the above two Ahadeeth as inauthentic and then said:

"This Hadeeth is inauthentic, and there is no proof in it that it is permissible to seek help from the righteous dead people or the Awliyaa’ who are dead, because the two Ahadeeth are explicit that what is meant by "Slaves of Allah" is a creation other than the humans. The evidence is in his saying in the first Hadeeth: "…for there are many of Allah’s attendants on this earth. They will help you recover it.”; and his saying in second Hadeeth: “… for indeed Allah has many slaves whom we do not see.” This description applies only to the angels or the jinn, because they are the ones whom we do not usually see. Another Hadeeth explicitly stated that they are a group of angels; which was reported by Al-Bazaar and narrated by Ibn Abbaas, with the wording:

"Allah Almighty has angels on the earth - other than the record-keepers - who keep a record [even] of the leaves that fall on the ground. Therefore, if one of you is afflicted whilst in a deserted land where no-one is in sight, let him call out: Help O servants of Allah."

Then Shaykh al-Albaani quoted that this Hadeeth was classified as Hasan (sound) by Ibn Hajar and As-Sakhaawi, then he commented saying:

"If we presume that this Hadeeth is authentic, it specifies that what is meant in the first Hadeeth by “O Slaves of Allah!; are the angels. Therefore, it is not permissible to include with them the Muslims from among the jinn or humans, whom some people call the men –among the Awliyaa’ and righteous– who know the Unseen, whether they are alive or dead. Seeking their help and asking them for assistance is a clear Shirk (associating partners with Allah) because they do not hear the Du'aa’ (supplication), and even if they hear it, they cannot respond to it and achieve what one desires. This is something explicit in many verses, including the Saying of Allah (which means): {And those whom you invoke other than Him do not possess [as much as] the membrane of a date seed. If you invoke them, they do not hear your supplication; and if they heard, they would not respond to you. And on the Day of Resurrection they will deny your association. And none can inform you like [one] Acquainted [with all matters].} [Quran 35:13-14]

It appears that the Hadeeth of Ibn ‘Abbaas which was classified by Ibn Hajar as Hasan, was considered as sound by Imam Ahmad, because he acted upon it…" [End of quote –from As-Silsilah Adh-Dha’eefah]

Based on the above, you now know that what Imam Ahmad did has an origin and it was narrated from Ibn ‘Abbaas with a Hasan chain of narrators (according to Ibn Hajar), and that it is not Shirk, because he sought help from the angels of Allah whom Allah created to guide the lost people; so it is a request that is Islamically permissible.

Allah knows best.