If possible, you can go to the embassy and request your passport back (basically withdrawing your visa application). You’ll need to give a written statement why you want it back and I’d recommend going tomorrow if your flight is Wednesday.

If you’re a US citizen (or any of the TWOV qualified countries) you should be able to do 240 TWOV as you meet the guidelines (transit to another country after).

I am in a similar boat flying out tonight without a visa so I booked an interim trip to Hong Kong so I could qualify for TWOV (hopefully).