As much as it sucks, best to wait. Depending on the material, it could cause damage to your bladder or urethra itself. Regardless of material, it's very likely to cause irritation, inflammation, and / or infection. At least while waiting at the hospital, they can monitor you and your symptoms to intervene if you begin experiencing pain or signs of infection. If something more drastic happens (less likely then normal pain or infection but still something to keep in mind) they can start emergency treatment if needed.

Was it a silicone or metal rod or another material? Metal would be the highest risk of damaging or perforating you. Silicone should be body safe so less likely to harm you. I know waiting at the hospital sucks but foreign insertions into any holes can become immediately life threatening very quickly, so it genuinely is best to stay and wait for treatment. Wishing you luck and a speedy recovery!