The analysis of carotid arteries, particularly plaques, in multi-sequence Magnetic Resonance Imaging (MRI) data is crucial for assessing the risk of atherosclerosis and ischemic stroke. In order to evaluate metrics and radiomic features, quantifying the state of atherosclerosis, accurate segmentation is important. However, the complex morphology of plaques and the scarcity of labeled data poses significant challenges. In this work, we address these problems and propose a semi-supervised deep learning-based approach designed to effectively integrate multi-sequence MRI data for the segmentation of carotid artery vessel wall and plaque. The proposed algorithm consists of two networks: a coarse localization model identifies the region of interest guided by some prior knowledge on the position and number of carotid arteries, followed by a fine segmentation model for precise delineation of vessel walls and plaques. To effectively integrate complementary information across different MRI sequences, we investigate different fusion strategies and introduce a multi-level multi-sequence version of U-Net architecture. To address the challenges of limited labeled data and the complexity of carotid artery MRI, we propose a semi-supervised approach that enforces consistency under various input transformations. Our approach is evaluated on 52 patients with arteriosclerosis, each with five MRI sequences. Comprehensive experiments demonstrate the effectiveness of our approach and emphasize the role of fusion point selection in U-Net-based architectures. To validate the accuracy of our results, we also include an expert-based assessment of model performance. Our findings highlight the potential of fusion strategies and semi-supervised learning for improving carotid artery segmentation in data-limited MRI applications.